The easiest way to perform this analysis is to use a statistical package that features Vector Autoregression and Vector-valued Error Correction Models. Example

The easiest way to perform this analysis is to use a statistical package that features Vector Autoregression and Vector-valued Error Correction Models. Example: http://www.statsmodels.org/dev/generated/statsmodels.tsa.vector_ar.var_model.VARResults.test_causality.html http://www.statsmodels.org/dev/generated/statsmodels.tsa.vec...