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;