Re: [Gretl-users] VAR/Granger Causality
Dear Logan,
GRETL automatically computes Granger causality tests. As stated in the
guide: "For each variable in the system an F test is automatically
performed, in which the null hypothesis is that no lags of variable j are
significant in the equation for variable i. This is commonly known as a
Granger causality test". Moreover, there is a short video explaining that
on youtube: http://www.youtube.com/watch?v=ON5pJ8xd3E4
Gabriela
On Mon, Jul 15, 2013 at 5:38 PM, Logan Kelly <logan.kelly(a)uwrf.edu> wrote:
Hello,****
** **
I would like to access the Granger Causality stats after running var. I am
using Gretl 1.9.12cvs. I would like to do something like****
** **
matrix matFSTAT = $Fstat****
** **
which of course does not work but this is the idea of what I need. Is
there an easy way to do this?****
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