Despite its name, Granger agent is not acceptable to betoken accurate causality. If both X and Y are apprenticed by a accepted third action with altered lags, one ability still acquire the another antecedent of Granger causality. Yet, abetment of one of the variables would not change the other. Indeed, the Granger analysis is advised to handle pairs of variables, and may aftermath ambiguous after-effects back the accurate accord involves three or added variables. A agnate analysis involving added variables can be activated with agent autoregression.
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