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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 13:18:27 +0100

Sorry Nick, I know...this question might look basic but it is quite confusing indeed. I could not find any explicit example in the help display.
 
In you example below, what does R[1,1] declare? Is it the name of a matrix previously defined or just stands from return.
 
Many thanks for your help
 
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 12:25
To: [email protected]
Subject: Re: st: Vargranger
 
Your reply was sent in HTML. See
 
http://hsphsun3.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.1307/date/article-225.html
 
for how your email will appear to the majority of the members of this
list  The FAQ explains that you should not send formatted posts.
 
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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