[Gretl-users] Re: Granger causality
On Fri, Aug 8, 2025 at 6:39 AM Brian Revell <bjr.newmail(a)gmail.com> wrote:
It may be failing memory, but did not earlier Gretl versions include a Granger causality
test? If so, then it has eluded me in the latest one.
The Granger tests are still there, under the estimates for each
equation: "F-tests of zero restrictions" for all lags of each
endogenous variable.
Allin