Re: [Gretl-users] Granger Causality Test
Am 05.08.2010 18:08, schrieb Carlos Manuel Gratereaux Hernández:
I am a teacher of Basic Econometric at UASD of Dominican Repúblic.
Last
class I was working about Granger Causality Test with my students. I had
to use another econometric software because i didn't find this test in
windows language GRETL. How can I do it in GRETL?
IIRC it appears automatically in the output if you estimate the
corresponding VAR. Some time ago the buzzword "Granger causality" did
not appear in the output, but it was just that test. An explanatory
remark may have been added in the meantime, I don't have time right now
to verify.
cheers,
sven