Instantaneous Causality Test
Posted: Tue Mar 03, 2015 2:27 am
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)...
Thanks :D
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)...
Thanks :D