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  • 'tvgc' command is initial window+sizecontrol exceeds available observations

    I want to do a time varying granger causality test.
    I have seasonal data and the observation value is 80.
    I have tried different values for win all show initial window+sizecontrol exceeds available observations:


    tvgc lnm lnb lnv, trend p(3) d(1) window(80) robust prefix(_WALDROB) graph

    Time-varying LA-VAR Granger causality test including trend, 1 - 80
    initial window+sizecontrol exceeds available observations
    r(498).

    tvgc lnm lnb lnv, trend p(3) d(1) window(60) robust prefix(_WALDROB) graph

    Time-varying LA-VAR Granger causality test including trend, 1 - 80
    initial window+sizecontrol exceeds available observations
    r(498).

    tvgc lnm lnb lnv, trend p(3) d(1) window(1) robust prefix(_WALDROB) graph
    tvgcprep(): 3301 subscript invalid
    : - function returned error
    r(3301).

    tvgc lnm lnb lnv, trend p(3) d(1) window(72) robust prefix(_WALDROB) graph

    Time-varying LA-VAR Granger causality test including trend, 1 - 80
    initial window+sizecontrol exceeds available observations
    r(498).

    tvgc lnm lnb lnv, trend p(3) d(1) window(2) robust prefix(_WALDROB) graph
    tvgcprep(): 3301 subscript invalid
    : - function returned error
    r(3301).

    tvgc lnm lnb lnv, trend p(3) d(1) window(10) robust prefix(_WALDROB) graph

    Time-varying LA-VAR Granger causality test including trend, 1 - 80
    initial window+sizecontrol exceeds available observations
    r(498).

    tvgc lnm lnb lnv, trend p(3) d(1) window(5) robust prefix(_WALDROB) graph

    Time-varying LA-VAR Granger causality test including trend, 1 - 80
    initial window+sizecontrol exceeds available observations
    r(498).

    tvgc lnm lnb lnv, trend p(3) d(1) window(1) robust prefix(_WALDROB) graph
    tvgcprep(): 3301 subscript invalid
    : - function returned error
    r(3301).


    Any help in solving this problem would be appreciated.
    Last edited by weijin su; 22 May 2023, 04:43.
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