[Gretl-users] retrieving F-stat and p-value from a VAR system

Dear GRETL users, I'm testing Granger causality between inflation and inflation uncertainty for 15 countries and I would like to retrieve the result of the Wald test in a matrix, the script that I try to run gets stuck at the last step. Any suggestion are welcome. ###hansl### open Table_17.3.gdt var 10 M1 R --lagselect a=2 b=3 c=6 d=8 #number of rows 4, but the number of F statistics reported in the VAR output for #every equations is 3 so maybe I need more? scalar T = 4 #generate the matrix with 4 rows and 2 colums matrix F_stat = zeros(T,2) #rename the colums # is it possible to have also the name of the F test? colnames(F_stat, "t-stat p-value") loop foreach i a b c d var $i M1 R --nc F_stat[$i,] = $test ~ $pvalue endloop print F_stat ###end### Thanks, Mihai