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causal relationships, though several extensions have been proposed to address these issues.

Intuition

We say that a variable X that evolves over time Granger-causes another evolving variable Y if predictions of the value of Y based on its own past values and on the past values of X are better than predictions of Y based only on Y's own past values.

Underlying principles

Granger defined the causality relationship based on two principles:
# The cause happens prior to its effect.
# The cause has unique

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