以下是引用renlm78在2008-7-3 17:38:00的发言：Granger因果检验的前提到底是什么：
有的教材说前提是平稳序列，有的说是水平序列（大部分时间序列都是I（1）的，不平稳？
According to Granger(1988),
"... . The ausality definitions make no assumptions about whether the series being considered are I(0) or I(1), but if they are I(1), some care has to be taken with their empirical analysis. ... "
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