The Role of Granger Causality in Identifying Causal Relationships for Time Series Forecasting

We introduced Vector Autoregression or VAR in a previous article. But, does it really make sense to use two (or more) different variables to make a forecast? The answer is no, not always at least. It will only be really beneficial if there is some kind of relationship between them. Using unrelated…#vectorautoregression #var
Source: Reuters: Health - Category: Consumer Health News Source Type: news
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