python causality_yes_no

Posted 2021-05-09

printmd('**Kausaler Zusammenhang**')
for j in range(len(series.columns)):
    for k in range(len(series.columns)):
        if j!=k:
            granger = results.test_causality(caused=j, causing= k)
            if granger.conclusion=='reject':
                print(series.columns[k],'-->', series.columns[j])
                print('p = %.3f, Crit.Value = %.2f, Test Stat = %.2f' 
                      %(granger.pvalue, granger.crit_value, granger.test_statistic))

print()
printmd('**Ohne kausalen Zusammenhang**')
for j in range(len(series.columns)):
    for k in range(len(series.columns)): 
        if j!=k:
            granger = results.test_causality(caused=j, causing= k)
            if granger.conclusion!='reject':
                print(series.columns[k],'-->', series.columns[j])
                print('p = %.3f, Crit.Value = %.2f, Test Stat = %.2f' 
                      %(granger.pvalue, granger.crit_value, granger.test_statistic))