Re: [Gretl-users] VAR/Granger Causality

Thanks for your quick response. I can see the f-stats in the output that are the GC test, but I would like to collect the test statistic in a matrix for further formatting. In a single equation model I would use**** ** ** matrix matFSTAT = $Fstat **** ** ** I am running several VAR’s in a loop and need to store only these f-stats. My question is only about storing this stat after running var. Any suggestions?**** ** ** *From:* gretl-users-bounces(a)lists.wfu.edu [mailto: gretl-users-bounces(a)lists.wfu.edu] *On Behalf Of *Gabriela Nodari *Sent:* Monday, July 15, 2013 10:49 AM *To:* Gretl list *Subject:* 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&gt; 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?**** _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users**** ** ** _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users