The Allin method is perfect, I have only changed when there is the error
message.
In my application I have use the following commands to obtain the pseudo-data.
But the bootstrap results are strange. Is it right my script to generate the
pseudo-data?
r=154## number of observations
sys
Allin,
>I'm attaching an example script which bootstraps a Granger non-causality test
>(using a data file from the gretl package).
For some reason, I get an error message when running your example script:
Data types not conformable for operation
>> series y1 = S[,1]
This seems odd because a) i
Thanks Ignacio. I know that the single equation can be estimated by OLS. In my
application I have no stationary time series and I work using variables in
levels. I'd like use bootstrap method based on residuals, which are
uncorrelated. I have considered only the equation
1. ols Y const Y(-1) Y(
On Thu, 23 Feb 2012, Summers, Peter wrote:
> Allin,
>
>> I'm attaching an example script which bootstraps a Granger
>> non-causality test (using a data file from the gretl
>> package).
>
> For some reason, I get an error message when running your example script:
> Data types not conformable for
On Thu, 23 Feb 2012, alexkakashi(a)libero.it wrote:
> I know that the single equation can be estimated by OLS. In
> my application I have no stationary time series and I work
> using variables in levels. I'd like use bootstrap method
> based on residuals [...]
On a point of etiquette, please d
El 22/02/12 13:44, alexkakashi(a)libero.it escribió:
> Dear community of gretl,
>
> I prefer writing a new post about my problem. I'm interested in testing
> Granger causality from X to Y in a trivariate VAR. The critical values are
> found using bootstrap based on residuals. In the first stage I
Dear community of gretl,
I prefer writing a new post about my problem. I'm interested in testing
Granger causality from X to Y in a trivariate VAR. The critical values are
found using bootstrap based on residuals. In the first stage I consider only
the equation
ols Y const Y(-1) Y(-2) X(-1) X
