Definition: Grangerized data is a technique used in regression analysis to transform a set of data into a form that can be analyzed more easily. It involves transforming the original data by subtracting the mean and dividing by the standard deviation of the data. The transformed data is then regressed against a set of baseline values, which are assumed to be constant across time. The resulting model provides a better fit to the data than if it were generated from scratch, allowing for more accurate predictions or forecasts. Granger
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