Hi,
is it possible to call the Granger Causality test (GC) via the menu? I tried with
Model/Time Series/Vector autoregression but there are no lags for the exogenous variable
(and they cannot be specified, the button is gray).
Calling GC in Hansl with the var command works perfectly in contrast.
In short: Is this a bug or a feature ;-) ?
Thanks and kind regards,
Thorsten