title: simple Granger Casuality test using statsmodels.tsa.grangercausalitytests
body: <p>I have several time-series files ( 540 rows x 6 columns ) that i would like to do a simple Granger Casuality test using statsmodels.tsa.grangercausalitytests</p>
  
  <pre><code>  from statsmodels.tsa.stattools  import   grangercausalitytests
  </code></pre>
  
  <p>my pandas dataframe ( df) contains the data in the following format</p>
  
  <p>i tried to print the tests using  Open and close columns with following:</p>
  
  <pre><code> print(grangercausalitytests([df[Open], df[Close]], maxlag=15, addconst=True, verbose=True))
  </code></pre>
  
  <p>but it does not work.  Is there a way to perform Granger test on each Column ( Open, High, Low ) with Close  i.e Open and close, High and close , low and close )</p>
  
  <pre><code>  Epochtime     Open       High       Low        Close      Vol
  
    1486094520, 808.11000, 808.11000, 808.11000, 808.11000, 100
    1486094580, 809.45000, 809.45000, 809.45000, 809.45000, 100
    1486094820, 809.99000, 809.99000, 809.99000, 809.99000, 100
    1486095540, 811.45000, 811.45000, 811.45000, 811.45000, 100
    1486095840, 811.30000, 811.30000, 811.01000, 811.01000, 300
    1486095900, 810.76000, 810.76000, 810.76000, 810.76000, 100
    1486096200, 812.00000, 812.00000, 812.00000, 812.00000, 100
  </code></pre>