Ihtesham Afzal wrote:
> Thank you for your reply.
> All of the variables are integrated of the same order (i.e I(1))
> How do I run the granger causality test? Do I run the regression of one variable on the other with appropriate lags and then do an f-test to test whether these lags of the indepndent variable are equal to zero? And what command tdo I use to see what lag length to use -> I used -varsoc- is that right?
> And then do this separately for all variables?
-help vargranger-
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