When mere correlations are not enough: The Granger Causality test

In most data science-related problems, datasets consist of multiple variables, in which independent variables might depend on other independent variables. When the variables in datasets represent observations at different times, we call this dataset a time series set. The time interval in these data sets may be hourly, daily, weekly, monthly, quarterly, annually, etc. One…… Continue reading When mere correlations are not enough: The Granger Causality test