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data shenzheng;
set work.shenzheng;
dupline=dif(upline);
ddownline=dif(downline);
dbody=dif(body);
run;
proc print;run;


proc Varmax data=work.shenzheng;   /*格兰杰因果检验*/
model  dupline ddownline   /p=2;
causal    group1=(dupline) group2=(ddownline);
causal group1=(ddownline) group2=(pp);run;/*H0:X2不是X1的Granger原因*/
proc Varmax data=work.shenzheng;
model  dupline pp       /p=2;
causal   group1=(dupline) group2=(pp);
causal  group1=(pp) group2=(dupline);
run;
proc Varmax data=work.shenzheng;
model  ddownline  pp /p=2;
causal  group1=(pp) group2=(ddownline);
causal  group1=(ddownline) group2=(pp);
run;
proc Varmax data=work.shenzheng;
model  dupline  dbody /p=2;
causal group1=(dupline）group2=(dbody);
causal group1=(dbody) group2=(dupline);
run;
proc Varmax data=work.shenzheng;
model  ddownline  dbody /p=2;
causal group1=(dbody) group2=(ddownline);
causal group1=(ddownline） group2=(pp);
run;
proc Varmax data=work.shenzheng;
model  pp  dbody /p=2;
causal group1=(dbody) group2=(pp);
causal group1=(pp)group2=(dbody);
run;

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关键词：Shenzhen 格兰杰因果检验 Granger Causal varmax 检验

提示说dbody变量没有