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
Search found 4 matches
- Tue Oct 03, 2023 9:27 am
- Forum: Programming
- Topic: Granger Causality Test
- Replies: 3
- Views: 12287
- Tue Oct 03, 2023 9:14 am
- Forum: Programming
- Topic: Granger Causality Test
- Replies: 3
- Views: 12287
Granger Causality Test
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
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
- Sat Jun 15, 2019 4:41 am
- Forum: Programming
- Topic: Stability diagnostics - possible to program?
- Replies: 2
- Views: 2974
Re: Stability diagnostics - possible to program?
Perfect! Thanks a lot for your immediate help!
- Fri Jun 14, 2019 11:48 am
- Forum: Programming
- Topic: Stability diagnostics - possible to program?
- Replies: 2
- Views: 2974
Stability diagnostics - possible to program?
Hello, we investigate illiquidity effects in financial market time series and possible structural breaks of these regressions. Since there are a large number of regressions, we have written a program code for this purpose. Is it possible to automatize the stability test on multiple breakpoints for t...