Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Anderson Macedo de Jesus <andemacj@me.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: granger causality test |
Date | Mon, 24 Mar 2014 07:47:12 +0100 |
hi everyone, I am trying to use the granger causality test in stata 13.1, but with no success. First of all, before the test I need to set the variables, right? I have a data set with 135 countries, 26 variables within 5 years (1990, 1995, 2000, 2005, 2010). For the Gangrer causality test I am using the Vector autoregression -var-. Before that I know I need to set the data for the causality test but I get the following messages from stata: -tsset- year (command+variable) r(451) repeated time values in sample or -tsset- ca (command+variable) r(451) time variable must contain only integer values. I don’t know what is going on. Someone could give me a clue? Thanks a lot Anderson Anderson Macedo de Jesus |