Help in using GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order. How can I interpret the result?

This program performs a bootstrap test for causality with endogenous lag order developed by Hacker and Hatemi-J (2010).
Reference: Hacker and Hatemi-J (2010) A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance,
Working Paper Series in Economics and Institutions of Innovation 223, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

This program code is the copyright of the authors. Applications are allowed only if proper reference and acknowledgments are provided. For non-Commercial applications only.
No performance guarantee is made. Bug reports are welcome.

1.160 1.678 -0.052 -0.655 -0.176
1.647 -0.137 1.305 0.184 -0.645
-0.035 1.698 0.000 -0.689 0.000
1.647 -0.137 1.305 0.184 -0.645
-0.035 1.698 0.000 -0.689 0.000
1.647 -0.137 1.305 0.184 -0.645
Information criterion used; lags based on that =Hatemi-J Criterion (HJC) 2.000
Varorder chosen by information criterion (excluding augmentation lag(s)) is 2.000
additional lags=0.000
Wstat = 2.521

Your Answer

You must login to post answers.

Have a Specific Question?

Get a real answer from a real person

Need Support?

Get help from our friendly experts.

Try GAUSS for 14 days for FREE

See what GAUSS can do for your data

© Aptech Systems, Inc. All rights reserved.

Privacy Policy