Search found 2 matches
- Wed Apr 20, 2011 6:46 am
- Forum: Econometric Discussions
- Topic: Two way granger causality?
- Replies: 0
- Views: 2591
Two way granger causality?
Hi all I'm testing for granger causality in my series using lag length=1(since i have annual data) F-statistic Prob. x does not Granger cause y 4.82073 0.0058 y does not Granger cause x 8.40347 0.0334 x does not Granger cause y2 4.89060 0.0322 y2 does not Granger cause x 8.39853 0.0058 does this mea...
- Tue Apr 19, 2011 5:00 am
- Forum: Econometric Discussions
- Topic: Chow Breakpoint Test
- Replies: 2
- Views: 7911
Chow Breakpoint Test
Hi everyone! I was wondering if someone could help me in the interpretation of my data. I'm looking at CO2 emissions and GDP from 1960-2007. And from my CO2 emissions plot, I can see a large fall starting from the year 1978. So I've used the Chow test to look for any structural breaks, taking the ye...