Notes and Considerations
This example is based on a blog entry from:
An excerpt of the blog article is contained in the file "chicken vs egg using Granger causality.docx" is attached at the bottom of this page. This document also contains the output of the analysis and discussion of the results.
See also the page Vector Autoregression - Example 1 (R) for a similar example based on vector autoregression.
Data Set
The data set is contained in the R package "lmtest" (data = ChickEgg).
Analysis or Script File
See the file "chicken-egg using Granger-Causality.R.txt" attached at the bottom of this page.