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Is it possible to see/extract the coefficients that the granger causality test of statsmodels assumes? In the output a linear regression is called: "<statsmodels.regression.linear_model.RegressionResultsWrapper at 0x7f7d64c768d0>".

Can we find out from this the assumed coefficient of the lag, which is significant?

Thanks a lot!

pvalue
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  • Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Community Dec 05 '21 at 13:09

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