Reply To: Exporting Granger causality results after running syntax ‘pvar’ in stata

[Aamina Khurram]

#3944

Dear Dr Attaullah

Thank for getting back to me. I have tried the similar syntax with the webuse nlswork2, but the matrix stata return is an empty one.

Results Table
c1
r1 .

I have tried the same with my data as well, but it does not give any values in the table.
pvar Y X, lag(8) instl(1/10) td gmmstyle vce(robust)
pvargranger
return list
mat t =r(pgstats)
asdoc wmat, mat (t) replace

Any idea what is going wrong here.

Best
Aamina