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Granger causality

Re: R: Query about FEVDs for BVAR

Brian Revell

Friday, 8 August 2025 Fri, 8 Aug '25

12:38 p.m.

It may be failing memory, but did not earlier Gretl versions include a Granger causality test? If so, then it has eluded me in the latest one. Brian *Brian Revell*

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Cottrell, Allin

Friday, 8 August Fri, 8 Aug

1:34 p.m.

On Fri, Aug 8, 2025 at 6:39 AM Brian Revell <bjr.newmail(a)gmail.com> wrote:

It may be failing memory, but did not earlier Gretl versions include a Granger causality test? If so, then it has eluded me in the latest one.

The Granger tests are still there, under the estimates for each equation: "F-tests of zero restrictions" for all lags of each endogenous variable. Allin

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Brian Revell
Cottrell, Allin