Automatic pairwise Granger causality tests

[onze]

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 involves (32*31)/2 calculations. Is there any way to run this automatically ?

Any help is very highly appreciated!

[EViews Gareth]

You'll have to write a program that does it, looping through the combinations.

[onze]

perfect.

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

;)