vargranger.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 17feb2005}{...}
{cmd:help vargranger}{right:dialog:  {bf:{dialog vargranger}}}
{hline}

{title:Title}

{p2colset 5 24 26 2}{...}
{p2col:{hi:[TS] vargranger} {hline 2}}Perform pairwise Granger causality
tests after var or svar {p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 12 2}
{cmd:vargranger}
[{cmd:,}
{opt est:imates(estname)}
{opt sep:arator(#)}]

{p 4 6 2}
{opt vargranger} can be used only after {helpb var} or {helpb svar}.


{title:Description}

{pstd}
{opt vargranger} performs a set of Granger causality tests for each equation
in a VAR, providing a convenient alternative to {helpb test}.


{title:Options}

{phang}
{opt estimates(estname)} requests that {opt vargranger}
   use the previously obtained set of {opt var} or {opt svar} estimates saved
   as {it:estname}.  By default, {opt vargranger} uses the active results.
   See {helpb estimates} for information about saving and restoring estimation
   results.

{phang}
{opt separator(#)} specifies how often separator lines should be
   drawn between rows.  By default, separator lines appear every K lines,
   where K is the number of equations in the VAR under analysis.  For
   example, {cmd:separator(1)} would draw a line between each row,
   {cmd:separator(2)} between every other row, and so on.  Note that
   {cmd:separator(0)} specifies that lines not appear in the table.


{title:Examples}

{phang}{cmd:. vargranger}{p_end}

{phang}{cmd:. vargranger, estimates(var1)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] vargranger}

{psee}
Online:  
{helpb svar},
{helpb var},
{helpb varbasic}
{p_end}