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