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minimum number of observations - document or check ? #347
grangercausalitytests uses OLS for estimation. It breaks, raises exception at different (random looking) points if the number of observations is too small.
from a quick calculation, it looks like the minimum number of observations is
see mailing list thread 2012-06-29: "Strange error in statsmodels.tsa.stattools.grangercausalitytests"
document or check and raise ValueError, when we know what the minimum number of observations is (problem perfect multicollinearity, singular design)
we need a different rule and a warning for small numbers