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Doc: incorrect notes in grangercausalitytest #305

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josef-pkt opened this Issue Jun 11, 2012 · 0 comments

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josef-pkt commented Jun 11, 2012

the docstring is just reversed, Null hypothesis is no granger causality, small p-value means we reject NO granger causality, that is we reject the restricted model where "foreign" lags have no influence.

http://statsmodels.sourceforge.net/devel/generated/statsmodels.tsa.stattools.grangercausalitytests.html

see for example http://support.sas.com/rnd/app/examples/ets/granger/index.htm

@josef-pkt josef-pkt referenced this issue Jun 18, 2012

Merged

Fixes release #316

@josef-pkt josef-pkt closed this in 9b918d7 Jun 18, 2012

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014

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