Hello everyone.
I want to ask something related to the ADF unit root test and Granger Causality equation.
There is an alpha, beta and gamma in equation of ADF unit root test and equation of Granger causality.
In my understanding, alpha in ADF unit root test is an intercept, but how about in Granger Causality?
Are alpha, beta and gamma in ADF unit root test is same as Granger Causality or are they different?
Thanks in advance....
I want to ask something related to the ADF unit root test and Granger Causality equation.
There is an alpha, beta and gamma in equation of ADF unit root test and equation of Granger causality.
In my understanding, alpha in ADF unit root test is an intercept, but how about in Granger Causality?
Are alpha, beta and gamma in ADF unit root test is same as Granger Causality or are they different?
Thanks in advance....