Re: [Gretl-devel] query
Am 10.01.2018 um 08:32 schrieb susruth mulukalapally:
dear sir ,
how to go for granger causality test in gretl ?
Hi,
just run a VAR with the necessary (wanted) variables. The test is
automatically performed and reported. See section 28.2 of the manual
(VAR, Estimation).
Note that the keyword "Granger" might not appear in the estimation
output (it does in the manual). But if you know what you are actually
testing (never hurts!) then it should be obvious.
good luck,
Sven