Re: [Gretl-users] VAR/Granger Causality
On Mon, 15 Jul 2013, Logan Kelly wrote:
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
You're not the first to want something like that. It would be
a good thing to add, but right now the only way to generate
such a matrix would be to run the VAR manually, as a set of
OLSes, and use "omit" or "restrict" to get the F-test values.
Allin Cottrell