Unstable data leads to false causality in Granger test results.
The Granger causality test was examined to see if it works well with small amounts of data. A computer simulation was used to test different factors like how stable the data is, how much data there is, and how related the data points are. The results showed that if the data is unstable, the test might show false results. If the data is stable and there is a lot of it, the test is more likely to find a causal relationship between two sets of data.
