GrangerCausality p values #4
Description
Hi!
Can you please explain me, why the p values are 0 beyond the third lag for the grangercausalitytest? I mean, they should not be significant, right?
Best regards
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Hi!
Can you please explain me, why the p values are 0 beyond the third lag for the grangercausalitytest? I mean, they should not be significant, right?
Best regards