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st: quick question


From   pallab mozumder <pallab@unm.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: quick question
Date   Sat, 06 Mar 2004 12:13:00 -0700

Hi Dear Listers,
I am probably asking a very stupid question, but i need an answer.
I am trying to do granger causality betwenn two time series, one is stationary at one lag
and the other is stationary at two lags. The inbuilt command for granger causality in STATA that
I know of is: granger var1 var2, lags(2).

That is it allows me two assign only one number of lag. The question is how to assign the number of lags when I am dealing
two different lags in two series.
Thank you.

Pallab



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