Re: [Gretl-users] ARDL

This is a stupid question: how to perform a Granger-Sims causality in R? The GS causality test is like the Granger causality, but includes not only lags, but also leads of the variable. For example: Yt = f( lags X, leads X). I tried to create a Y(+1) in gretl and it was ok (except the name, which was Y(-1), but the time series was ok). However, in VAR windows, I cannot put it as a new variable (and neither can I put an AR(-1) instead of an AR(1)). I presume I will have to create the series somewhere, in a spreadsheet for example, and then go for it in Gretl. So, this is just to ask if there is another way to do so. Thank you a lot. Claudio -- http://shikida.net and http://works.bepress.com/claudio_shikida/ Esta mensagem pode conter informação confidencial e/ou privilegiada. Se você não for o destinatário ou a pessoa autorizada a receber esta mensagem, não poderá usar, copiar ou divulgar as informações nela contidas ou tomar qualquer ação baseada nessas informações. Se você recebeu esta mensagem por engano, por favor avise imediatamente o remetente, respondendo o presente e-mail e apague-o em seguida. This message may contain confidential and/or privileged information. If you are not the addressee or authorized to receive this for the addressee, you must not use, copy, disclose or take any action based on this message or any information herein. If you have received this message in error, please advise the sender immediately by reply e-mail and delete this message.