%macro causal(data = , y = , drivers = ,
max_lags = );
***********************************************************;
*
THIS SAS MACRO IS AN IMPLEMENTATION OF
BI-VARIATE
*;
*
GRANGER CAUSALITY TEST PROPOSED BY GRANGER
(1969) *;
*
=======================================================
*;
*
PAMAMETERS: &nb
(2012-04-08 14:50)
在现代计量经济模型中，LM TEST常被用来检验模型的函数形式。以下的例子演示如何使用SAS编程来实现LM TEST检验。
1) Simple LM Test
http://s2/middle/a28fc28agbd256ee2ebb1&690
2) Robust LM Test
http://s16/middle/a28fc28agbd25719cae2f&690
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