The tool supports interface of Foresight Analytics Platform 9 or earlier.

Granger Test

The Granger Test is used to check for cause-effect relations of time series:

Test parameters:

Significance Level. Values are obtained from the range [0; 1].
Lag. It may take any non-negative values.
Use R Connection on Calculation. It determines whether to use R statistical package on calculating the Granger test. By default, the test is calculated by Foresight Analytics Platform methods. Select this checkbox to calculate the test by R methods.

NOTE. The option is available if Foresight Analytics Platform has R package connected. For details see the How to Set Up Integration with R? section.

After calculating the test, tables display probabilities and Fisher statistics.

Received probability values are compared to the specified significance level. A small probability value signifies that there is possibly a dependency between variables.

Depending on the result, value cells are filled with the corresponding colors:

Yellow. There is no cause-effect dependency.
Green. There is cause-effect dependency.