Re: [Gretl-users] Granger Causality Test
Am 07.08.2010 09:21, schrieb Riccardo (Jack) Lucchetti:
On Fri, 6 Aug 2010, Henrique Andrade wrote:
> A "Granger test" entry in Gretl menu would be great ;-)
Would it? I beg to differ. The test is there already, and that's what
counts; why do you need a separate menu entry? The cost of crowding the
menus is not zero. Moreover, from a purely pedagogical point of view I'd
rather teach my students "despite the fancy name a GC test is just an F
test; here it is" that "you find the GC test under such and such
submenu", as I prefer comprehension to mindless memorisation, but maybe
that's just me.
I think I agree. Nevertheless, I still think that it would be helpful to
briefly comment the test output by adding something like "(H0: x is
Granger non-causal for y)". This would remove any remaining doubts. Even
if a user is completely aware of what a GC test really is, a sparse test
output is sometimes ambiguous if you're not a gretl insider.
cheers,
sven