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  • Granger casuality test

    Good morning,
    thanks in advance to whom will help me. I have a question about Granger casuality: I want to know if some variables can help to predict the stock price of a company. I have the values of the independent variables, that are not economic or financial variables, during a period of time, referred to the company, and I want to know if I can predict with them the stock price of the company in the same period. Can I use Granger casuality to understand if some of my variables time-cause the stock price?
    In particular, I am confused if I have to create a vector where each line is one of the variable I consider (including one for the stock price), or if I have to use my independent variables as exogenous variables in a one line equation, in which on the left there is the stock price and on the right the stock price at time t-1 and all my other variables.
    Thank you very much
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