Instantaneous Causality Test

[diggetybo]

Does eviews have anything built in for an Instantaneous Causality Test?

I read what I could about eviews VAR estimation readout, and that seems to address this matter somewhat.

But normal granger tests can't be applied to contemporaneous causality, if I remember correctly. Is there a var setting for this?

If so, is it only var?

Suppose I have an ARIMA model that I wanted to test for both classic granger causality but also contemporaneous causality? Is anything built in that can handle either of these situations?

p.s.

I hope there is something built in for this, computing this by hand is no walk in the park (see picture below)...

ARMA Causality.png (71.15 KiB) Viewed 3374 times

Thanks :D

[EViews Gareth]

There is nothing built in.

[diggetybo]

On eviews 6, there is nothing built in, that much is clear.

Of course we can manually perform the linear restriction to test it. I can only speak for myself, but I think that one of the best features of eviews is the user friendly interface, such as the built in granger causality test.

How about eviews 9? ARIMA and ARFIMA causality tests will not be possible?