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Re: st: Vargranger
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Vargranger
Date
Mon, 8 Jul 2013 12:24:50 +0100
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As before, why not read the help to find out what you need? -help
display- makes it quite explicit that you can use -display- to display
two or more things.
For example, if a statistic were held in the first column and a
P-value in the third column of a matrix R then something like
. di %9.3f R[1,1] " " %05.3f R[1,3]
0.065 0.978
shows some possibilities. In general, you will need to specify (a)
literal text (b) numeric results (c) display formats for a decent
display. (The numbers here have no bearing on your example,
naturally.)
Nick
[email protected]
On 8 July 2013 11:55, Ioannis Bournakis <[email protected]> wrote:
> 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.
Nick Cox
> 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]
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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