以下是引用looker6355在2008-6-14 20:14:00的发言:views 做Granger检验时,output就有这种东东自然表示出来.
In fact,Granger检验是rubbish 检验,少做为好!
i donow which book tell you the granger test is rubbish? Would you tell me which book or who? do you read the Jushan bai's lecture inTsinghua? Even him still recommmend the granger test before setingt up var model!