Hi, I don't understand how to input data into this code. Can you help me?
/* **> PDcaus_SURwald ** References: ** Konya, L.(2006). ** Exports and growth: Granger causality analysis on OECD Countries with a panel data approach. ** Economic Modelling 23: 978-992. ** ** ** Menyah, K., Nazlioglu, S., Wolde-Rufael, Y. (2014) ** "Financial Development, Trade Openness and Economic Growth in African Countries: New Insights from a Panel Causality Approach". ** Economic Modelling 37: 386-394. ** ** ** Format: SURwald = Panel_SURwald(data, vnames, pmax, ic, Nboot, Ncross); ** ** ** Input: data - (TxN, k) matrix ** k is number of variables in SUR model ** Important: ** Only k = 2 is allowed in this code ** ** vnames - Variable names ** vnames = "CPI"$|"EXCR; as an example for 2 variable ** ** pmax - Maximum number of lags ** ** ic - Information Criterion for optimal lag selection ** 1 = Akaike ** 2 = Schwarz ** ** Nboot - Number of boostrap replications ** ** Ncross - Number of cross sections ** ** Output: SURwald - Panel SUR Wald statistics ** Prints individual results and bootstrap critical values ** ** Author: Saban Nazlioglu -- The author makes no performance guarantees. -- for public non-commercial use only. -- for any bugs, please send e-mail to [email protected] ** */ proc(1) = Panel_SURwald(data, vnames, pmax, ic, Nboot, Ncross);
This is source code from the TSPDLIB library. You shouldn't change anything in this file to load data. Rather, to run the
Panel_SURwald test, you will need to use the
PDcause.e example file which is installed with the TSPDLIB library.
Line 40 of the
data = loadd(getGAUSSHome() $+ "pkgs/tspdlib/examples/pdcause.dat");
is used to load data. In order to load your data, you will need to replace
getGAUSSHome() $+ "pkgs/tspdlib/examples/pdcause.dat"
with the appropriate path and filename.
To learn more about using GAUSS libraries, including TSPDLIB, please see our blog,
Using GAUSS Packages: Complete Guide.
I did as you said but it gave the following error.
G0290 : Library not found 'C:\gausslt21\tspdlib.lcg' [PDcaus.e, line 19]