[Gretl-users] p-values tests

Dear Gretl-users I have analyzed a trivariate system X,Y,Z. In particular I have studied Granger causality from X to Y. I have the following result: ols Y const Y(-1) X(-1) Z(-1) # Granger-type restriction for p=1 restrict b[1,3] = 0 end restrict Statistica test: F(1, 51) = 1,88323, con p-value = 0,175973 Then, I have also applied this command using VAR model (estimated by OLS): sys <- system equation Y const Y(-1) X(-1) Z(-1) equation X const Y(-1) X(-1) Z(-1) equation Z const Y(-1) X(-1) Z(-1) end system # Granger-type restriction restrict sys b[1,3] = 0 end restrict estimate sys method=ols Test F per i vincoli specificati: F(1,153) = 1,88323 [0,1720] The test statistics are equal, but the p-values are slightly different. Why do we have this difference? I think that in the second case we consider the critical values of the F-distribution F(1,nT − n^(2)p − n) where n is the number of variables, p is the model order. Is it right? Best regards Alessandro