Granger causality
STATISTICAL HYPOTHESIS TEST FOR FORECASTING
Granger cause; Granger Causality; Granger test; Granger causality tests
The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another, first proposed in 1969. Ordinarily, regressions reflect "mere" correlations, but Clive Granger argued that causality in economics could be tested for by measuring the ability to predict the future values of a time series using prior values of another time series.