Granger causality test

[Arun Kumar S]

To Granger causality test which software i should use? or can i use SPSS software.

[Rich Ulrich]

On Tue, 10 Aug 2021 02:30:06 -0700 (PDT), Arun Kumar S

Post by Arun Kumar S
To Granger causality test which software i should use? or can i use SPSS software.

What area are you working in, and what do you see in
your literature?

I've never talked about Granger causality. I don't remember
anything in SPSS that is labeled that way.

I see an article at
https://en.wikipedia.org/wiki/Granger_causality

- and it looks like the simple version can be done with multiple
regression. You can use the lag( ) function to pick up previous
values of X and Y.

One article seemed to cite R and Python has having programs
that might mention it. SPSS can interface with many R programs.