Granger Test

The Granger Test is a statistical method used to determine if one time series (a sequence of data points over time) can help predict another. If past values of series A improve the forecast of series B beyond what B’s own past can do, A is said to "Granger-cause" B. It doesn’t imply true causation, just predictive ability. This test helps identify if changes in one variable tend to come before changes in another, providing insights into potential relationships within dynamic data.