Hi. I have a list of 5 dependent variables (y1…y5) and a list of 5 independent variables (x1…x5).
I want to test the causality from each ‘x’ to its corresponding ‘y’ by this command
var y x, lags(1/3)
vargranger
and store the variable names and the related p-values in three new columns in this form
y1 x1 p-value1
y2 x2 p-value2
and so on.
Is it possible to do that in Stata?
I want to test the causality from each ‘x’ to its corresponding ‘y’ by this command
var y x, lags(1/3)
vargranger
and store the variable names and the related p-values in three new columns in this form
y1 x1 p-value1
y2 x2 p-value2
and so on.
Is it possible to do that in Stata?
