Granger Causality Test

Granger Causality Test

Time Series X (Comma-separated numbers):

Time Series Y (Comma-separated numbers):

Maximum Lag (Default: 2):

Test Results:

How to use: Enter two time series (X and Y) as comma-separated numbers. The tool checks if X Granger-causes Y or vice versa.

Interpretation: If p-value < 0.05, we reject the null hypothesis (Granger causality exists).