topic Granger Causality in Discussions

Granger Causality

finance_physics — Tue, 26 Jan 2010 18:33:07 GMT

Does anyone have any experience using JMP to test Granger Causality? I have yet to use this methodology, but I would like to use JMP to get acquainted. Any help (either reference to online materials or implementation advice) is appreciated. Thanks.

Re: Granger Causality

louv — Sat, 30 Jan 2010 01:54:23 GMT

If you do a google search on Granger Causality and JMP the first hit I obtained was a paper by Archie Case and Joseph Earley "A Journey to Ellis Island Profiling Historical Immigration Using SAS and JMP Time Series Methods"
Hope this helps.

Granger Causality

algil — Mon, 28 Nov 2011 17:22:35 GMT

Hello, did you finally knew how to implement the causality test on JMP?, I'mlooking for a way to test it too, but unfortunately I don't know how to applythe procedure mentioned at Case and Earley (actually there is no procedure atall, only the statistic test made, how they did it?).

Thanks

Alvaro