Open AccessPENGGUNAAN METODE GRANGER UNTUK UJIKAUSALITAS
Author(s) -
Didit Purnomo
Publication year - 2007
Publication title -
jurnal ekonomi pembangunan/jurnal ekonomi pembangunan
Language(s) - English
Resource type - Journals
eISSN - 2460-9331
pISSN - 1411-6081
DOI - 10.23917/jep.v2i1.3908
Subject(s) - granger causality , reciprocal , variable (mathematics) , regression analysis , econometrics , variables , regression , mathematics , statistics , philosophy , mathematical analysis , linguistics
The relationship between variables is close to regression analysis. This article tries to give a few contributions about one of model which uses regression analysis assistance, i.e. Granger method. The method explains reciprocal or causality relationship of two variables, whether one variable explains another variable or vice versa.