st: granger causality test

[Anderson Macedo de Jesus <andemacj@me.com>]

hi everyone,

I am trying to use the granger causality test in stata 13.1, but with no success.

First of all, before the test I need to set the variables, right? I have a data set with 135 countries, 26 variables within 5 years (1990, 1995, 2000, 2005, 2010).

For the Gangrer causality test I am using the Vector autoregression -var-.

Before that I know I need to set the data for the causality test but I get the following messages from stata:

-tsset- year (command+variable)

r(451)

repeated time values in sample

or

-tsset- ca (command+variable)

r(451)

time variable must contain only integer values.

I don’t know what is going on. Someone could give me a clue?

Thanks a lot

Anderson

Anderson Macedo de Jesus