The results from the Granger Causality test between Y and X for the period of 19

Question

The results from the Granger Causality test between Y and X for the period of 1960 - 1999, as follows: Y_1 = 0.3425X_t + 0.5046X_t - 1 + 0.1485X_t - 2 + 0.0911X_t - 3 + 0.0255Y_t - 1 R^2 = 0.8823 RSS = 210.24 Y_t = 0.4515Y_t - 1 + 0.3272X_t R^2 = 0.9634 RSS = 265.13 X_t = 0.3397Y_t + 0.8460Y_t - 1 + 0.6524Y_t - 2 + 0.4947Y_t - 3 + 0.0.0153Y_t - 4 + 0.0268Y_t - 5 + 0 0432X_t - 1 R^2 = 0.7724 RSS = 143.21 X_t = 0.3216X_t - 1 + 0.0546Y_t R^2 = 0.8956 RSS = 157.43 Define Granger Causality. Determine whether X Granger cause Y. (c.v = 2.81) Test for the causality that running from Y to X. (c.v = 2.71)

Explanation / Answer

i.Granger Causality

ii.

iii.

Related Questions

Navigate

• Browse (All)
• Browse T
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.