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RE: st: Vargranger
From
Ioannis Bournakis <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Vargranger
Date
Mon, 08 Jul 2013 11:55:52 +0100
Hi Nick,
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.
Any suggestion will be really appreciated.
Regards,
Ioannis
/**********************************************/
Dr Ioannis Bournakis
Senior Lecturer in Economics
Programme Leader in Distance Learning MBA
Middlesex University
Department of Economics and International Development
London, NW4 4BT, UK
Email: [email protected]
Tel:++44(0)2084115349
Twitter: @IoannisBournaki
/**********************************************/
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: 08 July 2013 10:48
To: [email protected]
Subject: Re: st: Vargranger
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]
Nick
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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