'tvgc' command is unrecognised after installing moremata

[Edward Rushton]

I am trying to run a time varying granger causality test.

I have followed a powerpoint's (https://www.stata.com/symposiums/eco...con21_Baum.pdf) instruction and installed the latest version of moremata using the command 'ssc install moremata'.

Stata returned 'checking moremata consistency and verifying not already installed... all files already exist and are up to date.'.

When I proceed to type the 'tvgc' command stata outputs 'command tvgc is unrecognized'.

Any help to resolve this issue would be greatly appreciated.

[William Lisowski]

While the presentation you cited is careful to mention that the moremata package must be installed, and how to install it, the presentation neglected to mention that tvgc is part of its own package and must be installed.

ssc install tvgc

[Edward Rushton]

Thank you very much, I am currently having issues producing graphs using the suggested line of code. I typed 'tvgc dlstock dlm4 dlbr dlIP dlspot dlu, prefix(_) p(2) d(6) robust trend matrix window(435) boot(499) seed(123) sizecontrol(12) graph eps pdf notitle restab' and stata produced the image below. My data ranges from 1986m1-2022m12, also there are no lines on the graph representing the bootstrapped statistics. Do you know what may be causing this? Appreciate greatly any help.

[Edward Rushton]

The suggested line of code was: 'tvgc varlist [if ] [in] [, prefix(string) p(integer) d(string) robust trend matrix window(integer) boot(integer) seed(integer) sizecontrol(integer) graph eps pdf notitle restab]'