代码是:xtgcause y x, lags(1)
在前面做了llc和ips单位根检验,都不存在单位根,就没有做协整检验,然后就用了xtgcause
随后stata显示的结果是:
Dumitrescu & Hurlin (2012) Granger non-causality test results:
--------------------------------------------------------------
Lag order: 1
W-bar = .
Z-bar = . (p-value = .)
Z-bar tilde = . (p-value = .)
--------------------------------------------------------------
H0: x does not Granger-cause y.
H1: y does Granger-cause x for at least one panelvar (code).
为什么上面的统计值都没有出结果呢?接下来应该怎么做呢?