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.
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.