Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: vargranger for lagged dependent variable

From   "Sabine Carey" <>
To   <>
Subject   st: vargranger for lagged dependent variable
Date   Wed, 30 Jun 2004 16:09:28 +0100

I am using the command 'vargranger' in Stata 8 to test for Granger causality after a var model. The output only gives me the Wald tests for the right-hand side variables for each equation but not for the lagged dependent variable for each equation i.e. it does not tell me whether lags of Y granger cause Y. Does anyone know how to get these values (without using the very type-intensive 'test' command)? Any ideas are grately appreciated!

Sabine Carey

This message has been scanned but we cannot guarantee that it and any
attachments are free from viruses or other damaging content: you are
advised to perform your own checks.  Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index