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jasp-stats / jasp-issues

This repository is solely meant for reporting of bugs, feature requests and other issues in JASP.
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[Feature Request]: Granger causality test #1834

Open Solty1970 opened 1 year ago

Solty1970 commented 1 year ago

Description

This method, which shows causal relationships in time series, has been widely used in neuroscience in recent years.

Purpose

This method, which shows causal relationships in time series, has been widely used in neuroscience in recent years. A time series X is said to Granger-cause Y if it can be shown, usually through a series of t-tests and F-tests on lagged values of X (and with lagged values of Y also included), that those X values provide statistically significant information about future values of Y.

Use-case

No response

Is your feature request related to a problem?

No response

Describe the solution you would like

I would appreciate it if it was added to statistical methods. It only exists in the statistics and Eviews program that econometricians frequently use.

Describe alternatives that you have considered

No response

Additional context

No response

EJWagenmakers commented 1 year ago

This could be added to the upcoming time series module.

Solty1970 commented 1 year ago

I also forgot to say thank you. JASP is a great statistics program. Many thanks to everyone who contributed to this. Also, its free distribution is something to be grateful for. I will gradually remove my master's and doctoral students from SPSS. Thanks again.

EJWagenmakers commented 1 year ago

:-) We are working hard to improve the program further!

TarandeepKang commented 1 year ago

Dear all, I was just coming here to suggest possible inclusion of time series methods, only to see that you're already working on them! I will just briefly add that the Granger causality test, and other related methods are available in this R package. Citations for each method are given in the paper:

Hmamouche, Y. (2020). NlinTS: An R Package For Causality Detection in Time Series. The R Journal, 12(1), 21–31. https://doi.org/10.32614/RJ-2020-016

Solty1970 commented 1 year ago

This is great news. I will wait impatiently for use in Electroencephalography (EEG) data and other time series. Thank you.

tomtomme commented 5 months ago

@Solty1970 The time-series module is done. However as far as I could see, not the Granger test. Could you have a look if an appropriate alternative is implemented?