👉 Grangerization is a statistical technique used in time series analysis to find patterns and relationships between different variables that are not linearly related. It involves using historical data to identify patterns or trends over time. Granger causality, where two variables are causally linked when they have the same value at a given point in time, can be used to test for granger causation.
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What is the definition of Grangerising? 🙋
👉 Grangerizing is a method of data analysis that involves transforming the original time series data into a new set of values using a linear combination of lagged variables. This transformation is then used to create a new variable, which can be used for various purposes such as forecasting or modeling. The goal of grangerizing is to identify patterns in the original time series data that are not present in the transformed data. The method involves selecting a subset of lagged values from the original data and calculating their influence
