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  • Error Messages in Granger Causality Test with Panel Data

    Hello all,

    I am working with the database presented below:

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float(ano uf tx_cresc logrendpc ioh) double pibpc float(wtrab agropec indust constru serv estud pea urban exper hom) double(gini theil_t theil_l)
    1995 11    .05402463  5.383854  60.76216       9008.7508843 .9381376   .1200464  .14237063  .04631179  .5694825  5.397463  .004731257         1  4.823302  .4700477 .58224962 .64871152 .54067066
    1999 11   -.18383494  5.408639  67.75051  8996.436579899999 .9227703 .072682336  .10110302  .05371672  .6397983  4.379281  .005510494         1  5.472085  .4839447 .56884303 .60410907 .46071241
    2003 11    .16782175  5.087037  63.41669      10265.6929045 .9507521    .112346  .15490334   .0738207 .56424063 4.3694005  .006470213         1  5.504384  .4737156 .51417036 .49503346 .40980624
    2007 11     .2656087  5.141822  57.97638      13004.9400862 .9641818   .3083521  .11177722  .07313376  .4356888  4.421381  .009551033  .7070571  6.734453   .482016  .5073843 .49007075 .36446388
    2011 11    .04551588   5.46478  63.96285 16508.901075899998 .9511947  .26005664 .070179075  .11213578  .4830838  4.792738  .008765164  .7347784  7.450807  .4942852 .50405923 .49432464 .42201652
    1995 12   -.14817786  5.481973  51.52557  8577.748700900002 .8860085   .0938629  .10466781 .036115516  .6462243  5.147071 .0022026175         1  5.710367  .5019143  .6085647 .74608032 .59095236
    1999 12    -.0372899  5.441152  55.27087        8304.872692 .9109257  .10202808  .02721554   .0850385   .676896  4.080038  .002397449         1  6.734424   .458966 .64169412  .8189308 .66595823
    2003 12  -.002645274  5.145009  56.52092       8701.9837683   .94854  .14419627  .07483438 .072137415  .6108508  3.882378  .002584719         1  6.318012  .4663387 .59855511 .69052019 .63229009
    2007 12     .1736488  5.228744  49.81676 10783.669851699999 .9347528   .2849206  .14374985  .06197552  .4097394  4.114843  .004326478  .6799991  7.258736 .49374625 .63454851 .80614044 .64890927
    2011 12     .1769286  5.177886   52.8261      11015.0052537 .9181246   .3374014  .04821785  .06047904  .4767703  4.406915  .004724403  .7580434  7.434595  .4950745 .52316471 .52717289 .41902955
    1995 13   -.22649583   5.22378  53.41497      10903.8598352 .8604549  .11377276  .17236117   .0756047  .5619628  5.311206   .01231128         1  4.980991  .4933914 .58474559 .74592212 .53794973
    1999 13     .1109382  4.940855  59.57531      11948.2965341 .8661513   .1593067   .1636277 .069262534 .54112095 4.0453043  .013131837         1  6.495519  .4841018  .5460149 .58285718 .38545565
    2003 13     .1623149  4.872545   63.7455      13188.5327345 .9788733  .06038794  .17231025  .09734479 .58511364 4.5044785   .01457105         1  5.381446  .4884596 .54372529 .60430411 .38612569
    2007 13    .06337447  5.066882  52.62583 16480.615429499998 .9630412  .22731256  .13690963  .07524527 .50990325  4.559592  .020198416  .7674295  7.026355  .4976236 .55469902 .67828631 .40304838
    2011 13    .08747277  5.218618   58.9064       17055.762812 .9418348  .27431914  .11325607  .08402269  .4699435   4.68349   .02299318  .7826388  7.448893  .4956515 .54265606 .61179672 .44140259
    1995 14    -.3879143  5.616928  59.30039      11333.2155912 .8950004  .05850321  .08511938  .12767035 .54251605  5.345787 .0014270926         1  6.549836  .4887041 .43599063 .37133342 .30600862
    1999 14    -.3736328  5.391433  70.56621 10735.073376100001 .8718312  .08900763  .07333486  .03667457  .6281396  4.630468 .0015722937         1  5.010638  .5187412 .51603972 .48883453 .40214273
    2003 14    .29457995  4.971681  70.71918      11642.2083334 .9418109  .12666683  .05342537  .08714619 .54455215 4.3236017 .0019234547         1  5.553527  .4867197 .53678216 .53748343 .47613508
    2007 14    .18211994  5.082678 67.492744      12980.4316681  .926294  .26632655  .07354403  .05780263  .5036026   4.84513  .002877258  .7619851   5.36948 .49806535 .51366552 .48816707 .45454449
    2011 14   -.13866676  5.596454  67.67434      14121.7785955 .9148699   .2299411   .0581097  .09305527  .5103332  5.392632 .0031102535  .8232802  5.860196  .4945641 .53027778 .54974676 .45966371
    1995 15   -.10566916  5.195461  48.85828       8044.3212367 .8557782  .14664143   .1114324 .065394476  .6179528 4.6243415   .02028969         1   5.50959  .4859353 .55840027 .65908733 .45422107
    1999 15   -.04977606  5.080418  56.25174       7910.5342352  .840223  .14406645   .1073739  .06324924  .6291564  3.578019  .022053275         1  5.743734  .4864824 .56353281 .65297547 .46177014
    2003 15    .12702173  4.822526  60.61115       8673.2524335 .9438863  .11080544   .1472549   .0860169   .598178 4.0902934   .02913205         1  5.523827  .4890167 .52252211 .53879654 .38316978
    2007 15   .023636615  4.998131  51.98047      10044.5236463  .939019  .23674363  .15565926   .0688932  .4875443  4.000005   .04394124  .6633723  6.799449  .4965842 .51919883 .58266793 .38093695
    2011 15  -.003432229  5.197264  56.75829      10744.9632326 .9150935  .27137887  .11408512  .08633173  .4795527 4.3642015   .04728066  .6713958  7.501858  .4998328 .54483222 .66450697 .47347195
    1995 16   -.26666668  5.230301  58.53549       9905.1725699 .9471238  .04347373  .06090489  .11308263 .57389724  5.245129 .0021741972         1  5.509604 .53587943 .53666412 .54026992 .44248284
    1999 16   -.21542947  5.274357  58.78185       9274.3099109 .8443653  .10102978  .10436436  .05387703  .6160997  4.233521   .00271712         1  5.483924  .4968518 .56311268 .58635843 .39040982
    2003 16   .017851772  5.052911  62.58669 10151.884987500001 .9449632  .07777355  .08499768  .13383242  .5948991  4.431734  .002859923         1  5.444242 .49776745 .59453171 .70680993 .49070155
    2007 16    .09334666  5.173352  64.54863       12179.289553 .9617916   .1023181  .07197449  .10679699  .6343037  4.965413  .003929184  .8930848  5.845904  .4869137 .53521351 .53049164 .38198218
    2011 16     .3804054  5.164531  61.97481      12251.4903303 .9198063  .12966843 .074500315  .09984625  .6363666  5.184237  .003874083  .8856653  7.087488  .4911675  .5254977 .52344708 .36117911
    1995 17   .005448975  4.865604  45.19485 7771.3175347999995 .9234235   .4258785  .05182042  .05209064  .4111282 3.7603936  .007411321  .6238399   6.87142  .4981943  .6363894 .96595422 .57362744
    1999 17    .04016813  4.772707  50.16042       8085.7119891  .883387    .338271    .046885  .07206694  .4381365  3.272732  .008249725  .6187028  6.734469  .4981824 .55533196 .64486481 .45806374
    2003 17     .1218502  4.906415  51.20134       8732.6442958 .9277572  .36227235   .0905667  .06388859  .4100652  3.851366   .00812688   .737059  7.304711   .497882  .5664009 .64645909 .48518381
    2007 17    .07234968  5.257125  56.00734 11023.782254400001 .9177729  .28589326  .06044969   .0831261  .4943417 4.4577513 .0079726195  .7386476  6.844817 .48610935 .56510807 .64021003 .49408703
    2011 17    .22825716  5.211842  62.67511      12051.3847615 .9259565   .2889765 .072760284  .08523582  .4788756  4.922224   .00812166  .7652613  6.874046  .4913004 .49931818 .46388067 .40575772
    1995 21    .16376834  4.433774  42.83633  4767.765912899999 .8091187   .6054323  .04412192 .024184117 .29783493 3.2379205   .04203023  .4371767  8.326439 .50120634 .59349409 .73623435 .56323177
    1999 21    .09726507 4.4943085  49.73938       4730.0162652 .8331259   .5997592  .04548879  .03171475  .3030049  2.501776   .04483328  .4268412 10.751538  .4934701 .56175171 .67412504 .49207425
    2003 21    .04269599 4.5988245  48.70351  5100.487409400001 .8950148   .4634123  .06442695  .06626926  .3713785  3.276277   .03995863  .6646929 10.759294 .48841745 .57561358 .71810897 .53107422
    2007 21     .1515605  4.836508  54.44373       6631.8847185  .874245   .4317884  .06423089  .06188464  .4111535 3.7670186   .04085622  .6603361  9.289858  .4883114 .57013727 .65575882 .50875687
    2011 21     .2991691  4.837898  59.82756  7341.139928199999 .8571991   .4583107  .04189105    .076317  .3844925 3.9850464   .03998351 .58223265  9.687734  .4880584 .53294763 .59007361 .45475491
    1995 22    -.0755545 4.5665264 37.777416       4657.4884466  .782922   .5262006  .05852014  .04961502 .32330555  3.302075   .02012619  .5573391 10.461474  .4915795 .60242077 .81725826 .62135364
    1999 22     .4676346 4.3868623  46.56788 4765.0453284000005  .766704  .57150984  .05126316   .0458721  .3016703  2.499686   .02151434  .5495321  8.666668  .4850935 .57008324 .63489269 .53746278
    2003 22     .2173802  4.647232  47.33443       5170.5428875 .8334066    .536699   .0693782  .03497362  .3193812 3.1049476   .01983849  .5918557  9.110765  .4907842 .61917443  .8296705 .64888309
    2007 22    .12640774  4.825885  55.52407  6043.046300100001 .8402115    .461955  .07297173  .05752279   .372303  3.687729   .01778838  .5988756  8.639121  .4896058 .58114799 .71775001 .56946638
    2011 22     .2479914  5.038185  63.15642       7325.2847988 .8630362   .3846263  .04432407   .0769197  .4465476  4.037313   .01966471  .6677676   9.13171  .4894916 .51893699 .56640644 .45189829
    1995 23   -.05327158   4.93548  49.60862       6942.4553558 .7921675   .4102847  .11006846  .05408319  .3922369  3.349809   .05030539  .6263474   7.96152  .4815013 .62128203 .85643872 .61282289
    1999 23    -.1229178  4.831454  57.46996       6880.8593641 .7884783   .4265069  .09258719  .04692319  .4068134  2.844933   .05012746  .6461825  9.097817  .4874551 .60514201  .8267763 .57581074
    2003 23     .2471587  4.601985  57.82615       7009.1423501 .8980877    .334207  .16317254  .05286845   .420787 3.5747516   .05049556  .7441632  7.975894  .4798161 .55881778 .65511515 .50193836
    2007 23    .17456727   4.84295  61.26178       8118.5564524 .8806323  .30545625  .17459103  .05875923  .4288573  4.148482   .04674443  .7481595  8.699789  .4812372 .54672938 .61523483 .48685265
    2011 23     .1327096   4.99364  64.58519       9642.3586443 .9029293    .303527  .13409312   .0711403  .4439545 4.6427674   .04468761  .7075471  8.714347  .4849667 .52348616 .54030294 .45525601
    1995 24    .13612145  4.907201     47.34  7612.000658999999 .8016604   .2985613  .10235916  .05314854  .4888432 4.1354747  .017323533   .611575  7.283682   .479328 .59522703 .72771191 .55599821
    1999 24  -.003494516  4.831049  57.31894       7995.4244184 .7905064  .23559156   .1195978  .09654514  .4992724   3.34725  .016615786  .6213081  6.334177   .494172 .58176243   .684149 .52867393
    2003 24     .3081952 4.7038345  63.85676       8577.8278289  .917315   .2679042  .10362455 .066121824  .5098544  3.787174  .016462242  .6966395  6.945766  .4837428 .56692546  .6540639 .51891874
    2007 24    .08994563  5.024587  64.64922       9621.3737578 .9044241  .25448045  .11655626  .06520438  .5135607 4.2066526  .017867051  .7177981  6.848675   .488657 .57964287 .66817101 .56698422
    2011 24   -.09528573  5.309009 70.762886      10551.6914489 .9221558   .2015468  .12247047  .08485948  .5303718 4.7043767  .015324212  .7641461  7.898869  .4761398 .56338103 .67829991 .50512827
    1995 25    .05482631  4.835729  49.24375       5645.9252883 .7684112   .4494429  .05617688  .04226347  .3996831  3.553161  .022387685  .6192564  9.052875 .46592855 .61747675 .82584137 .63683301
    1999 25    -.2257071  4.975019   56.3474       5816.4788276  .760459   .3816613  .06205342  .08896508 .40527105  3.237654   .02146848  .6250451  9.041539  .4788497 .65112559 .90715913 .71417233
    2003 25     .4202111  4.623165  58.53028       6545.6670459 .8969709   .3318214  .11686987   .0570098  .4327312  3.318742   .01985953  .7459983  7.536592  .4747198 .54105548 .57822327 .46294362
    2007 25   -.06143029  5.044956   62.6123       7418.4344128 .8768547  .28290236   .1243722  .05778943   .480459 3.7545366    .0189191  .7777154  7.622341  .4821336 .58769844 .78060381 .56482246
    2011 25    .06604388  5.278102  62.98137  8739.663305400001 .8989108  .21453027  .10895143  .09036244  .5312547  4.471753   .01753947  .8034024  8.052812  .4679884 .55078761 .62895461 .48871939
    1995 26   .027782824  4.848802  46.22462       7913.6046648 .8125064   .3563226   .0918676  .05104649  .4571094  3.850219   .04900824  .7265505   7.76616    .47835 .56978992 .69394189 .48484048
    1999 26    -.0901008  4.880037  53.38915 7857.9678189999995   .78837   .3233975  .09328742   .0838825  .4620761  3.163517   .05000541  .7398213  7.580598  .4802926 .60828613   .821027  .5629142
    2003 26     .1917478  4.679476  56.55306       8251.7313605  .893252   .3794287  .07590258  .04387411   .458983  3.571809   .04846971  .7263824  7.624662  .4800908 .58511361 .72669977 .51450338
    2007 26    .09726724  4.845853  62.35856       9624.3442383 .8932614   .3368107  .09897029  .05270365  .4682754 4.0150547   .04604637  .7201131  7.910151  .4806116 .54001633  .6062826 .45714364
    2011 26    .22637673  4.992625  66.44972      11008.9380491 .9330536  .20162603  .11820393  .08584175 .54047394 4.4936996   .04099799  .8057401  7.439938  .4809222   .519471 .54337225 .43985759
    1995 27   .002409895    4.8308  48.00446  6181.753266000001 .8044866   .4315099  .08346788 .037006903  .3755694  3.378529  .016736936  .6206686  7.024699  .4971484 .63305956 .92595442 .64812547
    1999 27   -.04660892 4.6271467  56.53605       6267.7884172 .7751629   .4057883  .08414157 .036809493  .4066527  2.737051  .016454676  .6257613  8.463213 .47964165 .57449306 .66263573 .49450792
    2003 27    .23071107 4.6127143   48.5306 6178.0230090000005 .9266629   .4375587  .06243049  .04020844  .3901801  2.971261  .017747566  .6493644  8.007745  .4863398 .60416577 .84621733 .58555964
    2007 27    .17079227 4.7211666  56.13015  7129.327887099999 .9086446   .3973706   .0782394  .05011171 .41044345  3.566892  .016602919  .6660127 8.6650715  .4849591 .54742352 .62452774 .47150179
    2011 27  -.001320781  4.925318  61.77865  8487.991171799999 .9179159   .3223652  .06750156  .08861154  .4852376  3.945613   .01661707  .7151088  7.655017  .4813097 .50665206 .53503603 .41281732
    1995 28    .13191335  4.799253  53.78077  8421.589295900001 .8552551   .3786886  .08067022  .04164952 .44630775  3.889624  .011210926  .6953943  7.927862  .4803153 .59733452 .72958555 .52225931
    1999 28    .07021078  4.774048  60.01567       8621.8728818 .7583779   .3827726  .07382007  .04964454 .44803455  3.222148  .011757294  .6820637  8.376853  .4846414 .60776233 .74449205  .5580395
    2003 28     .1654117   4.82319  59.56696       8950.4386847 .9246035  .26095137  .11819142  .04780872 .50798523   3.77135  .011548768  .8146451  7.896754  .4672352 .56446614 .62295299 .50484195
    2007 28    .24293934  4.989478 66.608536 10934.787979699999 .9306636  .22284855  .13384232  .06124204  .5271414  4.232056  .011384564  .8024818  7.768118 .47171295 .53811087 .57065811 .45828843
    2011 28   -.01153649   5.16614  62.37596      11719.7545373  .915109  .24563454  .08188234  .08112846 .53297764  4.475016  .011346388  .7024722  7.328604  .4810939 .51845624 .55466899 .45043795
    1995 29     .0897909 4.7207274  44.32872       7513.7840396 .8421484  .48187825 .070697874  .05626566  .3562432  3.318384   .08794931  .6035914  7.845435  .4934605 .59033269 .78186499 .52416591
    1999 29 -.0014486692  4.702403  50.65477 7903.4016919000005  .812212   .4670018 .071378365   .0618893  .3678675  2.868303    .0864085  .5968675  7.666109  .4909736 .57491205 .71867392 .49776084
    2003 29     .2262635 4.6677184  52.14947        8227.135227 .8998538   .4283757  .07510862  .05705005  .3987283  3.441377   .08516829  .6474417  8.043851   .490972 .58310632 .74745151 .52516144
    2007 29    .19100164  4.891116  60.70525       9829.9637279 .8945243   .3758998  .07217057 .065189965  .4474121  3.945507   .08062954  .6631166  8.570609 .48768035 .53612239 .59080744 .44646501
    2011 29    .11379535  5.141376 64.041595 10601.416350599999 .8980029  .29009563  .07952107  .08992136  .4868835 4.3478127   .08159633  .7127229  8.017331  .4774013 .55904436 .70052722 .52838307
    1995 31   -.09519715  5.263734  57.50331      13312.5449715 .8427227   .3209106  .12311507 .071362376   .448713 4.6385546   .10890535  .7428006  6.490601  .4934812 .58782261 .72198532 .56947811
    1999 31  -.002403121  5.171479  66.66274       13462.326131 .8322954   .3013863  .12755048 .072094396  .4653886  3.872513    .1093792  .7550527  6.698667  .4862482 .56633286 .65277264 .49261684
    2003 31     .2078528  5.106547  70.12698 14106.240511799999 .9129774   .2370766   .1502633  .06856065  .5054636 4.4041615   .10765216  .8395417  6.069685  .4846595 .54719624 .61229853 .47441502
    2007 31    .11012803  5.302196  71.51294      16571.4939267  .926015   .2212099   .1649662  .07962964  .4916342  4.809754    .1030992   .828246  6.920598  .4817751 .51188567 .52895913 .41830457
    2011 31    .12953398  5.473495  73.84306       18298.174865 .9278902  .18995357  .13915719  .09474012  .5245264  5.119627   .10031337  .8351099  6.879818  .4793333 .48876992 .47082823 .38526647
    1995 32   -.03539923  5.291879  58.36967      14818.3667859 .8632609   .3402269  .10862064  .07586192  .4344861  4.869125   .01920724  .7282514  6.189271  .4898207 .59468886 .72274931 .58521805
    1999 32   -.01222213  5.213788 65.821465      15382.3960272 .8184093   .3124845   .1256076  .07798035  .4474131  4.113734  .019647734  .7537945  6.562216  .4913481 .56469363 .62374192 .45229541
    2003 32    .25833628  5.071013  68.66873      17037.6139329 .9221721   .2597132  .12231118  .08231047  .4950839 4.4214096  .019336065  .7972361  6.248065  .4966172 .55381874 .58248694 .49709302
    2007 32    .09521695  5.385041  72.94711 21416.461885200002 .9156479   .2105764   .1503441  .07365539  .5161321  4.832942  .018764745  .8154623  6.543768  .4855058 .52099515 .56202777 .42151041
    2011 32    .09810935  5.536171  73.56122 25747.879426299998 .9342743  .18339454  .10979683  .08795907  .5695715  5.355795  .019869117  .8401714  6.615354  .4812665 .48799103 .45239524 .38574595
    1995 33    .09265222  5.525784  66.45839      21435.1970218 .8151124  .04891893   .1520525  .08397918  .6599125  5.971376   .06743165  .9405799  5.999153  .4748792 .55929395 .62398571 .49877689
    1999 33  -.018834753  5.493191   71.6642      21076.2030516 .7872208  .04038186  .11697321   .0883596  .6947281  4.698449   .06673961  .9395053  6.398231  .4690132  .5355451 .55780499  .4243412
    2003 33     .1545465  5.420321  76.83163 21339.100368699997 .9436568  .02606272  .12335434  .09132519  .7006078  5.057877   .06841128  .9604903  6.521418  .4682902 .54520282 .58351564 .44322322
    2007 33    .05053822  5.595816  76.35258      23800.5839012 .9413452  .02489661  .12571992    .088017  .7058334  5.524049   .06713712  .9610825   7.08453  .4736853 .53493999 .58872501 .43740563
    2011 33    .10605275   5.67147  77.43848 26826.972428200002 .9495244 .015518453  .10031852   .1052305  .7150422  5.609121   .06749172  .9677355   7.14452  .4652536 .51825459 .53240374 .42547075
    1995 35   -.02210581  5.696481   71.1257      24164.3222911 .8897831  .09293444  .21645027  .07321013  .5798018  5.769157    .2030744   .923638  5.393098  .4781219 .52343701 .54377725 .41603308
    1999 35   -.05819433  5.612487  75.23387 23110.025114300002 .8534967  .08181755   .1933021  .08077684  .6059799  4.797998   .19965366  .9222611  5.716457  .4791509 .53510687 .56291348 .42531458
    2003 35    .14640118   5.50562  81.36823 22875.755090799998 .9471224  .06136464  .20255575  .07495189  .6211788   5.18386   .20381974  .9346803   5.89607  .4763046 .54549593 .59089104 .44166511
    2007 35   .007417445  5.633402  82.41145      27620.6370268 .9510393  .05520918  .22649413  .06668423  .6165414  5.636341    .2028817  .9344879   5.87456  .4764741  .4906412 .45950938 .37346744
    2011 35    .15972455  5.722661   83.9081      30335.1441728 .9556488  .03868622   .1946151  .08505584  .6427498  6.062506    .2065053  .9690132  6.009793  .4801999  .4647059 .42431589 .34130495
    end
    I want to perform the Granger causality test between the variable "tx_cresc" and a few others, however I saw that since I am working with panel data I must use the pvargranger command to perform the test, which requires that I first use the pvar command.
    I saw in Stata's help that the syntax of pvar is "pvar depvarlist", but in terms of regression analysis I only have one dependent variable, which is "tx_cresc", and the pvar command does not work when I do "pvar tx_cresc" because Stata returns me an error message stating the following: "too few variables specified
    R (102). "
    Another attempt I made was to run the command with all the variables, as below:

    pvar logrendpc ioh pibpc wtrab agropec indust constru serv estud pea urban exper hom gini theil_t theil_l
    But Stata returned me the following error message:

    cannot have fewer observations than parameters
    r(2001)
    I finally tried to run the pvar command considering only the combinations of variables for which I want to perform the Granger causality test, so I did the following:

    pvar tx_cresc ioh
    This worked and Stata returned the following:


    Code:
    Panel vector autoregresssion
    
    
    
    GMM Estimation
    
    Final GMM Criterion Q(b) = 1,22e-33
    Initial weight matrix: Identity
    GMM weight matrix: Robust
    No. of obs = 81
    No. of panels = 27
    Ave. no. of T = 3,000
    
    
    
    | Coef. Std. Err. z P>|z| [95% Conf. Interval]
    
    tx_cresc |
    tx_cresc |
    L1. | ,0943775 ,1601197 0,59 0,556 -,2194514 ,4082063
    |
    ioh |
    L1. | ,0052472 ,0043553 1,20 0,228 -,0032892 ,0137835
    
    ioh |
    tx_cresc |
    L1. | -8,602267 3,707832 -2,32 0,020 -15,86948 -1,33505
    |
    ioh |
    L1. | ,9312087 ,154657 6,02 0,000 ,6280866 1,234331
    
    Instruments : l(1/1).(tx_cresc ioh)
    Then I tried to apply the pvargranger command, as follows:

    pvargranger tx_cresc ioh
    But Stata returned the following error message:

    pvargranger tx_cresc ioh
    I would like to get your help in getting the Granger causality test, which implies first of all that I can apply the pvar command.

    Regards,

    Girlan Oliveira
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