VAR Granger Causality/Block Exogeneity Wald Tests

[migaa]

Hello,

I would like to apply VAR wald test but I don't know how to do it trough programming. Basically, I perform it from the menu: VAR window - View - Lag structure - Granger Causality/Block Exogeneity Wald Test.

I have this code for now:

Code: Select all

matrix(2,2) table var lag1.ls 1 1 d(x1) d(x2) @ y1 y2 y3

and after performing the test, I'll freeze the outputs and import the results into table.

Please, help me. Thank you in advance.

Miga.B

p.s. I have Eviews 7.

[EViews Gareth]

Code: Select all

freeze(tab1) lag1.testexog(name=exog)

[migaa]

Thank you very much! :D