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Granger Causality

Does anyone have any experience using JMP to test Granger Causality? I have yet to use this methodology, but I would like to use JMP to get acquainted. Any help (either reference to online materials or implementation advice) is appreciated. Thanks.

Granger Causality

Hello, did you finally knew how to implement the causality test on JMP?, I'mlooking for a way to test it too, but unfortunately I don't know how to applythe procedure mentioned at Case and Earley (actually there is no procedure atall, only the statistic test made, how they did it?).

Thanks

Alvaro

Re: Granger Causality

If you do a google search on Granger Causality and JMP the first hit I obtained was a paper by Archie Case and Joseph Earley "A Journey to Ellis Island Profiling Historical Immigration Using SAS and JMP Time Series Methods"
Hope this helps.

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