Skip to content

Instantly share code, notes, and snippets.

@lettergram
Created January 30, 2018 20:40
Show Gist options
  • Select an option

  • Save lettergram/47511f992a17a7c1be7b03f2e9cd2ce4 to your computer and use it in GitHub Desktop.

Select an option

Save lettergram/47511f992a17a7c1be7b03f2e9cd2ce4 to your computer and use it in GitHub Desktop.
from statsmodels.tsa import stattools
maxlag = 60
gc = stattools.grangercausalitytests(combined_vector, maxlag, addconst=True, verbose=False)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment