VAR Granger Causality/Block Exogeneity Wald Tests
Posted: Sun Jan 19, 2014 1:11 am
Hello,
I would like to apply VAR wald test but I don't know how to do it trough programming. Basically, I perform it from the menu: VAR window - View - Lag structure - Granger Causality/Block Exogeneity Wald Test.
I have this code for now:
and after performing the test, I'll freeze the outputs and import the results into table.
Please, help me. Thank you in advance.
Miga.B
p.s. I have Eviews 7.
I would like to apply VAR wald test but I don't know how to do it trough programming. Basically, I perform it from the menu: VAR window - View - Lag structure - Granger Causality/Block Exogeneity Wald Test.
I have this code for now:
Code: Select all
matrix(2,2) table
var lag1.ls 1 1 d(x1) d(x2) @ y1 y2 y3Please, help me. Thank you in advance.
Miga.B
p.s. I have Eviews 7.