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* Update generate_terminal_markdown.py * updates * update workflows * Automated Change * tests * tests * Automated Change * Update test_generate_docs.py * Automated Change * updates * Automated Change * Update gen-docs.yml * Update test.yml * Automated Change * Update test.yml * Automated Change * Update generate_sdk_markdown.py * Automated Change * test * Automated Change * testtt23 * Automated Change * Update generate_sdk_markdown.py * Automated Change * Automated Change * added empting reference folders before autogen docs * updates * Automated Change * update tests gitactions * Automated Change * up * Automated Change * Automated Change * update pytest * Automated Change * tests * Automated Change * examples update * Automated Change * Update generate_sdk_markdown.py * Automated Change * Update test.yml * Update generate_sdk_markdown.py * strip * Automated Change * Workflow : check test update * Automated Change * Automated Change * Automated Change * Update test.yml * Automated Change * Update test.yml * Automated Change * Automated Change * up * Automated Change * Update generate_sdk_markdown.py * Automated Change * update workflows * fix guides * testing * Update gh-pages.yml * Update gh-pages.yml Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: Chavithra <Chavithra@users.noreply.github.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
52 lines
2.1 KiB
Markdown
Vendored
52 lines
2.1 KiB
Markdown
Vendored
---
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title: granger
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description: OpenBB Terminal Function
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---
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# granger
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Show Granger causality between two timeseries
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### Usage
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```python
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granger [-t Available time series] [-l LAGS] [-c CONFIDENCE]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| ts | Requires two time series, the first time series is assumed to be Granger-caused by the second time series. | None | True | None |
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| lags | How many lags should be included | 3 | True | None |
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| confidence | Set the confidence level | 0.05 | True | None |
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---
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## Examples
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```python
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2022 Jun 01, 06:35 (🦋) /econometrics/ $ load strikes
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2022 Jun 01, 06:36 (🦋) /econometrics/ $ granger strikes.duration,strikes.iprod
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Granger Causality Test [Y: strikes.duration | X: strikes.iprod | Lags: 3]
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┏━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━┳━━━━━━━┳━━━━━━┓
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┃ ┃ F-test ┃ P-value ┃ Count ┃ Lags ┃
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┡━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━╇━━━━━━━╇━━━━━━┩
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│ ssr_ftest │ 0.81 │ 0.49 │ 52.00 │ 3.00 │
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├──────────────┼────────┼─────────┼───────┼──────┤
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│ ssr_chi2test │ 2.75 │ 0.43 │ - │ 3 │
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├──────────────┼────────┼─────────┼───────┼──────┤
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│ lrtest │ 2.69 │ 0.44 │ - │ 3 │
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├──────────────┼────────┼─────────┼───────┼──────┤
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│ params_ftest │ 0.81 │ 0.49 │ 52.00 │ 3.00 │
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└──────────────┴────────┴─────────┴───────┴──────┘
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As the p-value of the F-test is 0.495, we can not reject the null hypothesis at the 0.05 confidence level.
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```
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---
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