Dear Tom, Could you please tell me what this test does?

I am applying the panel var model and I want to check the Granger Causality between the variables but I am not sure whether this code the correct one is. In addition, I would like to know how to calculate the DFC?

Thank you in advance!

***Granger causality tests*****

dofor x=hp cpi

linreg(dfc=85,robust,print) x

# hp{1 to optlag} cpi{1 to optlag} gdp{1 to optlag} $

ir{1 to optlag}

summarize

# ir{1 to optlag}

exclude

# ir{1 to optlag}

end dofor x