Search found 2 matches

by onze
Fri Jan 27, 2012 4:08 am
Forum: Data Manipulation
Topic: Automatic pairwise Granger causality tests
Replies: 2
Views: 2866

Re: Automatic pairwise Granger causality tests

perfect.

Guess I need to get a new girlfriend.
Perks:
- hot
- funny
- adept in Eviews programming

;)
by onze
Thu Jan 26, 2012 2:23 am
Forum: Data Manipulation
Topic: Automatic pairwise Granger causality tests
Replies: 2
Views: 2866

Automatic pairwise Granger causality tests

Hi everyone, as part of a research project at my university, I have to analyze correlations between the weekly prices of 32 crude oils. The process involves running a var (with a standard value of 12) and in a second step running the granger causality test. Given the high number of crude oils, this ...

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