scikits.statsmodels.sandbox.tools.tools_tsa.grangercausalitytests

scikits.statsmodels.sandbox.tools.tools_tsa.grangercausalitytests(x, maxlag)

four tests for granger causality of 2 timeseries

this is a proof-of concept implementation not cleaned up, has some duplicate calculations, memory intensive - builds full lag array for variables prints results not verified with other packages, all four tests give similar results (1 and 4 identical)

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