.- help for ^granger^ [STB-51: sts14] .- . Bivariate Granger causality Test -------------------------------- . ^granger^ varname1 varname2 [^if^ exp] [^in^ range]^,^ ^l^ags^(^#^)^ . . Description ----------- . ^granger^ implements a bivariate Granger causality test. . . Options ------- . ^lags(^#^)^ specifies the number of lags to be included in the test. This is not an option. the maximum number of lags allowable is 10. . note: ^tsset^ is required before implementing the procedure. . . Example -------- . . ^granger var1 var2, lags(2)^ . . Reference ---------- . Hamilton, James D. 1994. Time Series Analysis. Princeton University Press: Princeton, NJ. (pp. 303-305). . . Author ------ . J. Sky David jsdavid@@polisci.tamu.edu . Also see -------- . Manual: ^[R] tsset^ ^[U] 14.4.3 Time-series varlists^ ^[U] 15.5.3 Time-series formats^ ^[U] 16.3.4 Time-series functions^ ^[U] 16.8 Time-series operators^ ^[U] 27.3 Time-series^ ^[U] 27.3.3 Time-series formats^ ^[U] 29.12 Models with time-series data^