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st: granger causality test


From   Anderson Macedo de Jesus <[email protected]>
To   [email protected]
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



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