What is Granger Causality | Time Series | Statistical Modeling | Forecasting

IN this video you will learn about what is GRanger causality and what is its role in time series forecasting. Granger Causality is used to test of another time series has causal effect on the future prices of the given time series
Following points are important
Many Time Series move simultaneously
Common in financial time series
Knowing Inter relation is important for better forecasting
Example : Fund manager managing several asset classes
X(t) granger causes Y(t) , if the past values of X(t) helps in predicting the future values of Y(t)
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[@AnalyticsUniversity]

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[@maxpiardi9697]

Great video! I searched and you delivered exactly what i needed to know:)

[@Juan-Hdez]

Very useful. Thank you!

[@gregorm.5350]

Thanks for the video, very nice explained!

[@alberto8899]

Thanks for the video!

[@divyachaudhary7677]

well explained

[@ajaegbuemmanuel9096]

Nice Video.
Great information

[@AdityaChaudhary-oo7pr]

thanks you very nice explanation !!

[@daphneashba]

If i have regression through origin this still a good test?Or do i have to exclude constant for test?

[@Mona-hc1qg]

Well explained

[@arturoandrino7071]

Thank you very much!!

[@shohelnetworld811]

Thanks for the video! i am from Bangladesh,.......

[@Melki]

thank you

[@ritikalata8339]

For applying Granger causality test, the data should be stationary or non-stationary?

[@FranciscoRodrigues]

Very clear explanation. Thanks!

[@AnalyticsUniversity]

Thanks!

[@xpattv]

Is Granger causality is necessary? or can i skip this analysis?

[@ritikalata8339]

What tests can be use to find the relationship between more than 2 variables when there is a mediating variable?

[@vatsalraval6823]

multiple correlation

[@assil110]

You omit the most important limitation: When X(t) is serially correlated, the impact of x(t-1) on y(t) will be simply a consequence of the impact of x(t) on y(t)

[@muhammadwaleed1369]

Did not get anything,very confusing

[@hanqing4971]

you are very good in confusing

[@shohelnetworld811]

God is one ..Allah..

[@sixuanli2863]

Very useful, thank you!