If the Granger and the reverse Granger test both result in not rejecting the null hypothesis, then the test is inconclusive.

Name: If the Granger and the reverse Granger test both result in not rejecting the null hypothesis, then the test is inconclusive.
Brand: Quizplus
Rating: 4.7 (29 reviews)

Question

Quizplus · Accepted Answer

If both the Granger and reverse Granger tests result in not rejecting the null hypothesis, it means there is no evidence of causality in either direction, making the test inconclusive regarding causality between the two variables.

If the Granger and the Reverse Granger Test Both Result