# [A Causality-Based Feature Selection Approach ForMultivariate Time Series Forecasting](https://www.archives-ouvertes.fr/hal-01467523/document)

*DBKDA 2017, The Ninth International Conference on Advances in Databases,Knowledge, and Data Applications*
###### tags: `references`


* implementation note:
* [granger causility test on statmodels](https://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.grangercausalitytests.html)
* [granger causility test on stackoverflow](https://stackoverflow.com/questions/51772493/understanding-output-from-statsmodels-grangercausalitytests)
* [Time Series Forecasting using Granger’s Causality and Vector Auto-regressive Model (tutorial for stationary test also)](https://towardsdatascience.com/granger-causality-and-vector-auto-regressive-model-for-time-series-forecasting-3226a64889a6)