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Re: st: Vargranger


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Vargranger
Date   Mon, 8 Jul 2013 12:24:50 +0100

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As before, why not read the help to find out what you need? -help
display- makes it quite explicit that you can use -display- to display
two or more things.

For example, if a statistic were held in the first column and a
P-value in the third column of a matrix R then something like

. di  %9.3f  R[1,1]  "     " %05.3f R[1,3]
    0.065     0.978

shows some possibilities. In general, you will need to specify (a)
literal text (b) numeric results (c) display formats for a decent
display. (The numbers here have no bearing on your example,
naturally.)

Nick
[email protected]

On 8 July 2013 11:55, Ioannis Bournakis <[email protected]> wrote:

> 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.

Nick Cox

> 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]

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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