granger causality test with newey west correction?

[kanonathena]

Is there a way to extract the program code of granger causality test so I add newey west correction .ls(n) ? what about codes of other tests in eviews6

[EViews Gareth]

The inbuilt procedures are written in a completely different environment from the EViews programming language, thus there is no way to use the source code (which is proprietary anyway).

[EViews Glenn]

I will add, however, that the Granger causality test is easy to run yourself by estimating the corresponding equation(s) using the equation object. Adding Newey-West there is easy. Then compute the Wald test for the lags in question.