Granger Causality Interpretation - Quant Trader Interview Question
Difficulty: Medium
Category: Statistics & Regression
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Topics: statistics, time-series, granger-causality, regression
Problem Description
You are analyzing two time series, Asset A and Asset B. You perform a Granger causality test and find that Asset A Granger-causes Asset B at a statistically significant level. Which of the following interpretations is the MOST accurate?
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