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The Granger causality test can be an example since it does
The earliest method of quantifying the causal effect from time-series is the Granger causality test, which was introduced by Granger (1969).
The disagreement within the theories can therefore be tested by the Granger causality test (in the UK conditions) and can be used to develop an understanding of whether the easing UK monetary policy does affect movements in commodities, particularly crude oil prices and food price indexes.
The Granger causality test can be used as an addition to the preliminary test of the existence of the relationship between commodity prices and interest rates in the UK, calculated as a correlation coefficient (Chapter 2, Table 2.1 and Table 2.2) which, as discussed previously, has a weak explanatory function and cannot explain the direction of the relationship.
The Granger causality test requires both variables yt and xt to be stationary or transformed to stationary by taking logarithm or first differences so the causality is preserved (Pierce and Haugh, 1977).
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