diff options
Diffstat (limited to 'openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py')
| -rw-r--r-- | openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py index 0c7b52529a0..2a1a941e553 100644 --- a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py +++ b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py @@ -353,10 +353,10 @@ def causality( x_column: str, lag: PositiveInt = 3, ) -> OBBject[Data]: - """Perform Granger causality test to determine if X "causes" y. + """Perform Granger causality test to determine if X 'causes' y. The Granger causality test is a statistical hypothesis test to determine if one time series is useful in - forecasting another. While "causality" in this context does not imply a cause-and-effect relationship in + forecasting another. While 'causality' in this context does not imply a cause-and-effect relationship in the philosophical sense, it does test whether changes in one variable are systematically followed by changes in another variable, suggesting a predictive relationship. By specifying a lag, you set the number of periods to look back in the time series to assess this relationship. This test is particularly useful in economic and |