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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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Doc: incorrect notes in grangercausalitytest #305

josef-pkt opened this issue Jun 11, 2012 · 0 comments
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comp-docs comp-tsa
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0.4.x

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@josef-pkt
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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 mentioned this issue Jun 18, 2012
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PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014
@josef-pkt
Merge pull request statsmodels#316 from josef-pkt/fixes-release
4d8e055 
Fixes release closes statsmodels#313 closes statsmodels#305 closes statsmodels#131
@josef-pkt josef-pkt mentioned this issue Oct 31, 2017
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