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Granger Causality

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finance_physics

Community Member

Joined:

Jun 23, 2011

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.
2 REPLIES
louv

Staff

Joined:

Jun 23, 2011

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.
algil

Community Trekker

Joined:

Nov 18, 2011

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