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

[Aamina Khurram]

#3898

Hi Professor,

I am running panel var model in stata with syntax
pvar y x

after running pvar I am running granger causality using:

asdoc pvargranger

I can’t open the asdoc file and it says file is corrupt. ALthough file gets opened with other codes like reg or sum but not for pvargranger.

Any help to export pvargranger matrix to asdoc or any other program shall be appreciated

Best
Aamina

[Attaullah Shah]

#3899

Hello Amina,

pvar is a community-contributed program, which asdoc is not aware of. However, you can use the matrix left behind ny the pvargrager command and write it with asdoc, as mentioned in Section 12 of the asdoc’s help file. Here is one example. Please do remember to visit the asdocx program, which is more powerful and can export to Excel, LaTeX, and docx formats.

webuse nlswork2
xtset idcode year
generate wage = exp(ln_wage)
pvar wage hours
mat t = r(pgstats)
asdoc wmat, mat(t) replace


-----------------------------------------------
             |      chi2         df  Prob > ~2 
-------------+---------------------------------
wage         |                                 
       hours |     9.199      1.000      0.002 
         ALL |     9.199      1.000      0.002 
-------------+---------------------------------
hours        |                                 
        wage |    17.162      1.000      0.000 
         ALL |    17.162      1.000      0.000 
-----------------------------------------------

• This reply was modified 3 years, 2 months ago by Attaullah Shah.
• This reply was modified 3 years, 2 months ago by Attaullah Shah.
• This reply was modified 3 years, 2 months ago by Attaullah Shah.
• This reply was modified 3 years, 2 months ago by Attaullah Shah.

[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

[Aamina Khurram]

#3945

Dear Dr

It has been resolved now. Apologies for posting again. However, the row names of equation variables: wage and hours do not appear on the matrix and have to be manually written.
Also, for variables more than one, the section break is not shown.Any thing to fix this. Please see below a cropped version of the results that are presented:

chi2 df Prob > chi2
Lerner Index 5.066 1 .024
lnTA 12.594 1 0
ROA2 w 3.999 1 .046
op eff w .415 1 .519
Liq w 1.68 1 .195
ALL 20.97 5 .001
Ch CoVaR 6.089 1 .014
lnTA 8.963 1 .003
ROA2 w 14.066 1 0
op eff w 39.278 1 0
Liq w .431 1 .511
ALL 119.121 5 0

[Author]

Posts