Time Series Analysis in Python with statsmodels
Granger causality f-test ===== Test statistic Critical Value p-value df-----1.248787 2.387325 0.289 (4, 579) ===== H_0: [’cpi’, ’realgdp’] do not Granger-cause m1 Conclusion: fail to reject H_0 at 5.00% significance level McKinney, Perktold, Seabold (statsmodels) Python Time Series Analysis SciPy Conference 2011 22 / 29 ...
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