The RATS Software Forum

Thanks Tom. Your responses are always very fast, faster than I expect! Thanks I had a quick read through. I also went on to another link you recommended on that post - VARCAUSE (Block Exogeneity Test). Yes I have the model for the VAR as per Toda and Yamamoto but as the program I earlier uploaded sh...

Hi Tom,


Thanks for the quick feedback.


Not triangular as I don't want to impose any restrictions, at least not for now. I just wish to test for causality amongst them - uni or bi-directional.
Imposition of restrictions I can do for IRFs butnot causality.

Thanks.

Hi Tom, Thanks a great deal for your quick feedback which was helpful. I "tweaked" the code and got good feedback for just 2 variables. However, I have 6 variables and I have tried to edit the code to accomodate the 6. The code is attached. The output I get seems wrong with pvalue of 1 and...

Hi Tom, I am trying to generate my critical values through bootstrap method for a VAR model. using Mehmet Balcilar, Zeynel Abidin Ozdemir, and Yalcin Arslanturk (2010). I do not have enough observations to be able to achieve asymptotic property. Please can you help with coding for that? I will appre...