Granger Causality Test

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ThomasPaul
Posts: 4
Joined: Fri Jun 14, 2019 3:24 am

Granger Causality Test

Postby ThomasPaul » Tue Oct 03, 2023 9:14 am

Hello,
probably it is a simple question. I need help with programming a Granger test in EViews 13 that I run pairwise for a number of variables. How can I transfer these test results into a table?
Many thanks in advance!
Best regards Thomas

EViews Gareth
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Re: Granger Causality Test

Postby EViews Gareth » Tue Oct 03, 2023 9:18 am

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ThomasPaul
Posts: 4
Joined: Fri Jun 14, 2019 3:24 am

Re: Granger Causality Test

Postby ThomasPaul » Tue Oct 03, 2023 9:27 am

Hello Gareth,
Thank you for the quick reply!
In fact, I have already tried this: "freeze(mytable) cause(3) X Y"
But I get the error message that mytable is not defined.
What am I doing wrong?
Thanks, Thomas

EViews Gareth
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Re: Granger Causality Test

Postby EViews Gareth » Tue Oct 03, 2023 10:31 am

You'll need to use the group.cause form.
https://eviews.com/help/helpintro.html# ... 23ww227972
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