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RE: st: Vargranger


From   Ioannis Bournakis <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Vargranger
Date   Mon, 08 Jul 2013 11:55:52 +0100

Hi Nick,
That was helpful, thanks.  Is there any possibility to report two statistics in the same row suing the di [a,b] command.
 
For instance, I am given this output after the vargranger  command:
 
Granger causality Wald tests
+------------------------------------------------------------------+
Equation           Excluded    chi2     df Prob > chi2
--------------------------------------+---------------------------
D_trade        D.ind_share       13.282     4     0.010   
D_trade        D.ser_share       18.164     4     0.001   
D_trade                ALL       27.893     8     0.000   
--------------------------------------+---------------------------
D_ind_share           D.trade   3.5946     4    0.464   
D_ind_share        D.ser_share   150.71     4    0.000   
D_ind_share                ALL   175.65     8    0.000   
--------------------------------------+---------------------------
D_ser_share            D.trade   8.2083     4    0.084   
D_ser_share        D.ind_share   41.003     4    0.000   
D_ser_share                ALL   54.064     8    0.000   
+------------------------------------------------------------------+
 
I want chi2 and p-value of the first equation to appear together (or to be reported with a single command) and likewise for the rest equations. Typing
di [a,b] provides only only statistic value as a scalar.
 
Any suggestion will be really appreciated.
 
Regards,
Ioannis
 
/**********************************************/
Dr Ioannis Bournakis
Senior Lecturer in Economics
Programme Leader in Distance Learning MBA
Middlesex University
Department of Economics and International Development
London, NW4 4BT, UK
Email: [email protected]
Tel:++44(0)2084115349
Twitter: @IoannisBournaki
/**********************************************/
 
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: 08 July 2013 10:48
To: [email protected]
Subject: Re: st: Vargranger
 
It is a good idea to read the help when using any command.
 
http://www.stata.com/help.cgi?vargranger documents that -vargranger-
leaves r-class results in its wake. After running -vargranger-
 
mat results = r(gstats)
 
will copy the set of statistics to a matrix, after which you can
display or use one or more elements as desired, e.g.
 
di results[1,1]
 
Nick
[email protected]
 
On 8 July 2013 10:04, Ioannis Bournakis <[email protected]> wrote:
 
> I estimate a VAR model for a panel of countries and after the var command, I perform a granger causality test using the vargranger command.
> My question is how to save the chi-square value of the vargranger command. When I type ereturn list, it gives me all the information associated with the var  estimation but not the chi2 value for vargranger.
>
> I want to save the results from vargranger and then report them in a table.
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