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Math Help - Granger Causality test help Please!!!

  1. #1
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    Granger Causality test help Please!!!

    I am trying to see if the chinese stock market has a causality relationship with the US french German and UK markets. Does anyone know how to run this test using matlab (or any simular program). I am more experienced with excel and have never really used the program. Any help will be greatly appreciated! Attached is the weekly data for the markets and again any help would be greatly greatly appreciated, kinda in a bind here. thanks!
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  2. #2
    Ond
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    Have you tried to use Gretl or Eviews?
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  3. #3
    Grand Panjandrum
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    Quote Originally Posted by tom7812 View Post
    I am trying to see if the chinese stock market has a causality relationship with the US french German and UK markets. Does anyone know how to run this test using matlab (or any simular program). I am more experienced with excel and have never really used the program. Any help will be greatly appreciated! Attached is the weekly data for the markets and again any help would be greatly greatly appreciated, kinda in a bind here. thanks!
    For this kind of thing Matlab Central is your friend: the relevant file is here.

    CB
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