Is possible to doing Granger test in gauss?

Is possible to doing Granger test in gauss?

how can I do that?

4 Answers


What sort of data or model do you have in mind?  The test for Granger causality would be a straightforward test, using either an F-statistic or a likelihood ratio test.  The calculations for this can be done easily in GAUSS.


thank you



I want to do Hsiao’s Granger Causality.

but How I can make AR(p) in gauss?

x=is matrix 100*1

y=is matrix 100*1

y(t)=alpha+beta y(t-1)+gama e(t)

and how estimate parameters?




The GAUSS TSMT package can estimate ARIMA models.

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