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Hi everyone,

I'm working with a large dataset where I perform granger tests with several countries. I prepared a program that performs the granger test for all countries with several lags.
What I'm trying to do now is to export the p-values to an excel file where I have e.g. column A with country A and then the p-values for 1 lag in row 2, 2 lags in row 3 etc.

Any help would be appreciated!
Thanks!

Use the freeze command to freeze the output into a table, then extract the p-values from that table into a vector/matrix/table, then at the end save that vector/matrix/table.