Im trying to find the granger causality between the different returns (ld) and the wti_oil. When I do the granger causality, i get causality of all the terms, but i only want all the terms with respect to wti_oil ONLY. I have tried using the eviews programming guide and this is what i came up with , but it doesnt work. Please advise asap. Thank you in advance.
Code: Select all
'change path to program path
%path = @runpath
cd %path
load hongkong.wf1
For %sp ld_autmbhk ld_bankshk ld_bmatrhk ld_chmclhk ld_cnsmghk ld_cnsmshk ld_cnstmhk ld_fdbevhk ld_finanhk ld_indgshk ld_indushk ld_insurhk ld_mediahk ld_oilgshk ld_perhhhk ld_rlesthk ld_rtailhk ld_tecnohk ld_telcmhk ld_totmkhk ld_trleshk ld_utilshk
For %oil ld_wti_oil
cause (4) %sp %oil
group granger %sp %oil
granger.cause (4,p)
next
next