Dear All,
I am trying to run Granger Causality tests to find the relationship between two timeseries, however I cannot find the command to store the p-value results.
The only indication that the help document gives is to use "estimates store (namevar)" but what it stores does not have much sense. I also tried to use r(gstats) but it does not work (or maybe I am just doing it wrongly).
If somebody knows how to do it, it would be a big help!
Thanks in advance
I am trying to run Granger Causality tests to find the relationship between two timeseries, however I cannot find the command to store the p-value results.
The only indication that the help document gives is to use "estimates store (namevar)" but what it stores does not have much sense. I also tried to use r(gstats) but it does not work (or maybe I am just doing it wrongly).
If somebody knows how to do it, it would be a big help!
Thanks in advance
