Granger Causality's p-value

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fmgoto
Posts: 76
Joined: Thu Jan 15, 2009 5:01 am
Location: Brasilia, Brazil

Granger Causality's p-value

Postby fmgoto » Tue Jan 27, 2009 4:20 am

Can I (how) save output of Granger Causality Tests? How about Block-Exogeneity?

table(!p_max,2) output

for !i = 1 to !p_max
group_example.cause(!i)
output(!i,2) = @granger_pvalue
next


Thanks!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13608
Joined: Tue Sep 16, 2008 5:38 pm

Re: Granger Causality's p-value

Postby EViews Gareth » Tue Jan 27, 2009 9:20 am

Please see this post:
http://forums.eviews.com/viewtopic.php?f=5&t=18
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fmgoto
Posts: 76
Joined: Thu Jan 15, 2009 5:01 am
Location: Brasilia, Brazil

Re: Granger Causality's p-value

Postby fmgoto » Wed Jan 28, 2009 4:23 am

Thanks, but... disappointing!
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