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That's why the author didn't simply look at correlation, but used Granger causality tests.
by ChrisLomont 8y ago
That's why the author didn't simply look at correlation, but used Granger causality tests.
- red75prime 8y agoAnd then the author remarked that Granger causality doesn't indicate causation. It is a measure of how well one variable predicts upcoming changes in another. It doesn't mean that direct manipulation of the first variable will necessarily influence the second one.
- thanatropism 8y agoCausation is an ill-defined concept. Already Aristotle had to define several kinds of causation, and philosophers still struggle with it. It's even possible, per Hume, that causation doesn't actually exist.
- hexane360 8y agoGranger causality is basically just a time-shifted correlation. It doesn't prove causation any more than a correlation test (although it's directional in a way regular correlations aren't).