Performing “Granger Causality” with Python: Detailed Examples

Katy
7 min readMay 22, 2024

I remember while doing my PhD, a supervisor suggested using Granger causality for hydro-climatic prediction in a scientific paper. Back then, work was hectic, and I couldn’t initiate the work. Although I read a little bit about Granger causality, I couldn’t decipher how I would be able to represent Granger causality in a map.

It may seem relevant for you or not, but it seemed quite difficult for me. I stuck to the challenge because that’s my personality!

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