Causality

[Charles Saba]

Good day everyone,

Please how do i install this code "bcgcausality" (Frequency domain causality test"

I have used ssc instal bcgcausality but it is not working. Please kindly assist.

[Øyvind Snilsberg]

net install st0417

[Charles Saba]

Thanks Snilsberg, but what you posted is not understood:

This is what i am getting; net install st0417
file http://fmwww.bc.edu/repec/bocode/b/st0417.pkg not found
could not load st0417.pkg from http://fmwww.bc.edu/repec/bocode/b/
r(601);

[Øyvind Snilsberg]

My bad. Try,

net get st0417
net install st0417

[Charles Saba]

This is what i am getting below. It is not working please

. net get st0417
file http://fmwww.bc.edu/repec/bocode/b/st0417.pkg not found
could not load st0417.pkg from http://fmwww.bc.edu/repec/bocode/b/
r(601);

.
. net install st0417
file http://fmwww.bc.edu/repec/bocode/b/st0417.pkg not found
could not load st0417.pkg from http://fmwww.bc.edu/repec/bocode/b/
r(601);

[Charles Saba]

Please can someone help with the question above

[Øyvind Snilsberg]

That's odd. Try typing,

search st0417

In the viewer click on st0417 from http://www.stata-journal.com/software/sj15-4, then (click here to get) and finally (click here to install).

[ericmelse]

Dear Charles,

My try at this:

findit bcgcausality

opens a tab in the viewer with:

---------------------------------------------------------------------------------------------------------------------------------
package st0417 from http://www.stata-journal.com/software/sj15-4
---------------------------------------------------------------------------------------------------------------------------------

TITLE
      SJ15-4 st0417. Testing for Spectral...

DESCRIPTION/AUTHOR(S)
      Testing for Spectral Granger-causality
      by Huseyin Tastan, Yildiz Technical University,
           Department of Economics, Istanbul, Turkey
      Support:  [email protected]
      After installation, type help bcgcausality

INSTALLATION FILES                                  (click here to install)
      st0417/bcgcausality.ado
      st0417/bcgcausality.sthlp

ANCILLARY FILES                                     (click here to get)
      st0417/bcdata.dta
      st0417/bctestexample.do
      st0417/bctestexample2.do
      st0417/bcgcausality.do
---------------------------------------------------------------------------------------------------------------------------------
(click here to return to the previous screen)

But, before I continue, first (create and) set your working directory for this package.
Something like:

cd "C:\D_Stata17\Tutorial Time Series\Granger bcgcausality"
pwd

Then install the ANCILLARY FILES using the link in the tab, like:

(click here to get)

Next, install the INSTALLATION FILES using the link in the tab, like:

(click here to install)

To check if all went well, use (with results added by me in the code):

h bcgcausality
which bcgcausality
*! bctest computes Breitung-Candelon (2006) spectral Granger-causality test
*! v.1.0 March 21, 2015 Huseyin Tastan ([email protected])

Of course, I usually write all of the above in a do file and save that in the package folder on my system, which I also use to store exercises etc.

[Charles Saba]

This is the step i followed: type on stata command window
1. findit freduse
2. findit bcgcausality
then it will bring the below

SJ-15-4 st0417 . . . . . . . . . . . . Testing for spectral Granger causality

3. then click on "st0417"

it will bring the below
DESCRIPTION/AUTHOR(S)
Testing for Spectral Granger-causality
by Huseyin Tastan, Yildiz Technical University,
Department of Economics, Istanbul, Turkey
Support: [email protected]
After installation, type help bcgcausality

INSTALLATION FILES (click here to install)

4. then click on install

Thanks, i am not sorted.

[Charles Saba]

Thanks Ericmelse, your explanation was very helpful. Thanks to Snilsberg also.

Kind regards,
Charles Saba

[William Lisowski]

To close the loop, the reason the net commands in posts #2 and #4 did not work is that the location from which to obtain the command was not specified.

What is needed to make the net command work is either

net install st0417, from(http://www.stata-journal.com/software/sj15-4)

or

net from http://www.stata-journal.com/software/sj15-4
* the "from" location is remembered
net install st0417

or

search st0417
* click on the link presented, which runs the following command
net describe st0417, from(http://www.stata-journal.com/software/sj15-4)
* the "from" location is remembered
net install st0417

It's easy to be misled, because when you do the search and then click on the link to the package you want, it does the net describe and you don't realize that the "from" location is remembered, and the command run by clicking on "(click here to install)" is a simple net install without the from option.

This took me an embarrassingly long time to figure out when I first started with Stata. You can really get confused if you are trying to choose between packages to install. Consider

* search for spost13
search spost13
* click on the link presented for spost13_ado, which runs the following command in Stata's Viewer window
net describe spost13_ado, from(https://jslsoc.sitehost.iu.edu/stata)
* now search for fitstat, which is a command at SSC now included in spost13_ado
search fitstat
* see that it is at SSC and run the following command
ssc describe fitstat
* the "from" location is now magically set to  http://fmwww.bc.edu/repec/bocode/f/
* read the outout and decide you really want spost13_ado rather than fitstat
* click on "(click here to install)" in the Viewer window with the description of spost13_ado
* this runs the following command
net install spost13_ado.pkg

and this fails, because the from location was changed by the ssc describe command.

The lesson is that "(click here to install)" or a net install without the from option is guaranteed to work if run immediately after the describe command, so if I've done other things, I refresh the description in the Viewer window to be sure the from location is correctly set.

[Charles Saba]

Thanks William Lisowski