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Corrected a link
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Sabri2001 committed Dec 22, 2023
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Expand Up @@ -166,8 +166,7 @@ is that "the the time series the first column is NOT Granger caused by the time

We conducted two Granger causality tests: "Trump's Granger causes views on Wikipedia" and "Views on Wikipedia Granger
cause Trump's tweets".
Both Granger causality tests have at least one [lagged value]([Wikipedia](https://en.wikipedia.org/wiki/Granger_causality))
for which the p-value is below the threshold of 0.05. Both tests are therefore statistically signifcant: Trump's tweets Granger cause
Both Granger causality tests are statistically significant at the 5 % threshold: Trump's tweets Granger cause
Wikipedia views and vice versa.

How to interpret the fact that the two time series Granger cause each other? As mentioned earlier, Granger causality
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