EViews.com

Hey I am using Eviews 9 to test T-Y Granger causality test I want to do a Granger Non-Causality test in EViews within a VAR --- but --- I want to exclude the last lag in doing so. That means I just want to test whether the coefficients a_1, ... a_(p-1) are significantly different from zero. I do not...

I have a 40 years time series data and thinking to use VAR model, but the preliminary results using Johansen co-integration test revealed absence of long run relationship. Any recommendation to show granger causality relationships other than the usual Granger framework and Todo and Yamato framework ...