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lib/statistics/granger/Granger.md
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# GRANGER: Granger Causality F-Statistic
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 20) |
| **Outputs** | Single series (Granger) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period + 1` bars |
### TL;DR
- The Granger Causality test asks a precise, falsifiable question: does knowing the history of series X improve your ability to predict series Y, bey...
- Parameterized by `period` (default 20).
- Output range: Varies (see docs).
- Requires `period + 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Correlation is not causation, but Granger causality is not causation either. It is prediction." -- Clive Granger
## Introduction