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i think i'll have to do it manually, though with your help now i can do it easily. thanks for your patience and just last question, as you mention earlier for var_name.@ ssr funtion, which of these ssr(1), ssr(2).....ssr(k) values will be used in the f-test equation. i mean say for first regression,...

yup.....there arent any structural break so i think i'll go with the differenced values.....thank you so much for help. now, i have got much better understanding of it!

thanks for your help. as far i know, cause function only perform pairwise granger causality test, whereas i have 3 exogenous variables which are not covered by this function. by-the-way what does view->lag structure->granger causality/block exogeniuty test do? can this function be used for granger c...

thanks for your reply, it was really helpful in understanding. i calculated the percentage change for indices......for stock index, the percentage change is good, as it is stationary series, but for cpi percentage change, it has unit roots for all except with 'none' at 5% but becomes stationary when...

yeah...thanks. also one thing else related to this subject, the RSS used in this formula, should they be obtained through equation funtion or var funtion of eviews? because when i do it with var, there is this matrix like output....should i pick the RSS from var function, it be from column of depend...

thanks for your quick response. im referring to the Granger causality test where f-test value is obtained through following equation, to get probabilty value F=((RSS_r-RSS_ur)/m)/(RSS_ur/(n-k)) Where RSS are residual sum of squares of two regressions, m is the number of lagged terms, n is the number...

can any1 tell me how to calculate no. of parameters in regression equation. question may sound bit childish but i have no idea how to calculate no. of parameters specially when one is using lagged terms in an equation, like y0= c+x0+x-1+x-2+y-1+y-2 +et. i need it for calculation of f-test value. tha...

Hi, im doing this regression which involves inflation rates, interest rate and stock index. im having a problem regarding how to transform my data for the regression. like for inflation rate im using consumer price index on monthly basis, so how do i transform my data i.e. either to use monthly perc...

or matter of fact, anyone else can also help me???

thanks, can you kindly help me in the coding because i'm trying to do it with help of eviews guide but i'm coming up with errors. also, my exogenous variables are now reduced to one variable of inflation rate (IR). p.s. i wante to ask regarding your past post about joint significance of lags, you me...

thanks, its really helpful. do you know something regarding linear & non-linear granger causailty test? i mean how to differently run both tests?

Hi, i'm doing my thesis for MSc and am newbie regarding eview. I need help regarding granger causality test. basically my research involve two main variables - real estate and stock exchange, with three exogenous variables. the problem is that with the built-in granger test function in eviews, there...

hi, i can help you regarding your first question, cause i'm also using granger causality test these days. Null Hypothesis: Obs F-Statistic Prob. PCIP does not Granger Cause PCSP 555 0.88103 0.4149 PCSP does not Granger Cause PCIP 6.43434 0.0017 here the probilities are .4149 and .0017. basically you...