Search found 2 matches
- Thu Jun 30, 2011 6:53 am
- Forum: Econometric Discussions
- Topic: Granger Causality in Eviews
- Replies: 3
- Views: 7624
Re: Granger Causality in Eviews
The Prob. or P-values are calculated based on the F-stat. So by considering the P-values you are implicitly considering the F-stat. You can also try to find critical values for your F-stats in order to see if you accept or reject Ho.
- Thu Jun 30, 2011 6:50 am
- Forum: Econometric Discussions
- Topic: Granger Causality Testing
- Replies: 4
- Views: 25670
Re: Granger Causality Testing
The lag length for the Granger causality test should be the same used to estimate the underlying VAR or VEC model