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GrangerCausality p values #4

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Fabi9610 opened this issue Dec 16, 2021 · 0 comments

Fabi9610 commented Dec 16, 2021 •

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Hi!

Can you please explain me, why the p values are 0 beyond the third lag for the grangercausalitytest? I mean, they should not be significant, right?

Best regards

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