Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Granger causality test for VECM
From
Merijn Groenenboom <[email protected]>
To
[email protected]
Subject
Re: st: Granger causality test for VECM
Date
Sat, 6 Aug 2011 19:46:05 +0200
Thanks again for the help Anees!
However I still fail to complete this test.
I start with:
vec d.lstp d.lexr d.lsint d.lip d.lur d.lyie d.loil d.lcon d.lgold
d.ltb d.linf, lags(3)
and then when I use the following command for example:
test d.lexr
Stata 10 sais d.lexr not found.
I do not understand how this is possible.
Do you know what is wrong?
Thanks in advance!
MerijnG
2011/8/6 Muhammad Anees <[email protected]>:
> Check helpfile for vec and read thereon
>
> for Wald test -help test-
> and other postestimation help check -help vec_postestimation-
>
> You can try
>
> test d.lexr or
> test d.lexr=0 and so on for other statistics.
>
> Check the help file for stata routines and postestimation of these
> routine for helpful insights.
>
> Anees
>
> On Sat, Aug 6, 2011 at 2:40 AM, MerijnG <[email protected]> wrote:
>> And what command should you use when you have many independent variables with
>> granger causality after a VECM. My VEC regression is:
>>
>> vec d.lstp d.lexr d.lsint d.lip d.lur d.lyie d.loil d.lcon d.lgold d.ltb
>> d.linf, lags(3)
>>
>> Can anybody try to give me the exact command in this example which I should
>> use to test for Granger causality of the dependent variable (d.lstp) on all
>> the different independent variables?
>>
>> Thanks in advance!
>>
>>
>> --
>> View this message in context: http://statalist.1588530.n2.nabble.com/st-Granger-causality-test-for-VECM-tp4447231p6658149.html
>> Sent from the Statalist mailing list archive at Nabble.com.
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
>
>
> Regards
>
> Anees
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/