Granger causality

Granger Causality is a statistical concept used to determine whether one time series can predict another. If changes in one variable consistently happen before changes in another, we say the first variable "Granger-causes" the second. It's important to note that this doesn't prove a true cause-and-effect relationship; it only suggests a predictive connection. For example, if an increase in temperature generally occurs before an increase in ice cream sales, we can say that temperature Granger-causes ice cream sales, but we cannot conclude that temperature directly causes people to buy ice cream.