Granger Causality's p-value
Posted: 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!
table(!p_max,2) output
for !i = 1 to !p_max
group_example.cause(!i)
output(!i,2) = @granger_pvalue
next
Thanks!