Non-PRO English to Persian (Farsi) Other Electronics / Elect Eng

We performed the Granger causality analysis for the period between October 2012 through December 2012. We dropped the sociocultural events from the dataset in order to withhold their influence. Tables 2 and 3 present the statistically significant p values from our analysis. Granger causality analysis helps us to check whether
lagged information in tweets infl
uences stock prices signifi
cantly
even with the presence of lagged stock prices. Mathematically,
bivariate Granger causality can be tested
through the following equation: