[Gretl-users] VECM in Gretl

Hi, Gretl team, I have run the Granger Causality in Gretl using VAR, after that I found there are unit roots in variables. So I changed to VECM model to test the causality between variables for example in following equation: Y =X1+X2+X3. I input Y as endogenous variable and X1 X2 X3 as exogeous variables. But the results didn't come up, it shows “You must select two or more endogenous variables” But in the original regression equation only Y is endogenous variable. why it shows that? Does it make any difference for the results of Granger Causality if there are unit roots in variables? what should I avoid them instead of using VECM in Gretl? Thank you for your time Dianpeng YU