Syntax for the Granger causality test

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Kavorka
Posts: 47
Joined: Mon Nov 30, 2009 6:06 am

Syntax for the Granger causality test

Postby Kavorka » Fri Apr 01, 2016 6:34 pm

Why does
cause(4) y x
work, but not
equation eq1.cause(4) y x

I get the error message "Equation does not have estimates" when I click at "eq1"

I would like to save the result (with a loop), so therefore I am interesting in saving in equation eq1 (which I will put in {!i} with a loop. I could of course use OLS manually and test using a e.g. an F-test, and save it, but I would like to utilize the canned routines for e.g. AIC etc.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Syntax for the Granger causality test

Postby EViews Gareth » Fri Apr 01, 2016 6:46 pm

I've spent some time trying to figure out what you're trying to do, but I have failed.

Granger causality works on two series objects (or, more properly, a group object). It has nothing to go with equations objects.

I don't know what you're trying to achieve by trying to estimate an equation object using the Granger causality test. Granger causality is not an estimation method. It is a test.


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