I want to perform a Granger-causality test on two variables. But, when I run the VAR function on my two varaibles I get an error message "repeated time values in sample r(451);". Let me point out that one of the varaibles is an index from the principal component analysis which includes many zero values.
Can someone suggest a solution?
Thank you
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(pci GDP) 0 4.400002 0 .8000006 -.5745628 -1.2000005 -.57455605 1.8000023 0 -2.1000009 1.7332535 -.8999966 1.7332516 3.799995 1.7332542 4.0999985 1.733341 1.0999999 1.733264 5.100004 1.7332528 3.2000015 -.57455146 3.8 -.57454926 3 -.5745495 5.6 -.5745575 7.2 -.5745599 4.3 -.57455844 5.9 -.57455945 1.7 -.57455814 3.4 -.57455796 2.4 -.57455903 1.6 -.57456124 3.6 -.57456315 2.9 -.5745631 3.4 -.5745614 2.8 -.5745629 3.8 -.57456326 3.7 -.57456356 3.2 1.733244 .04162146 1.7332453 -3.450099 -.57456213 .9913593 1.7332442 -5.838281 0 -23.98342 1.7332444 1.3393635 -.57456255 15 -.5745633 13.54437 -.57456297 7.274277 1.7332482 4.6911464 1.733249 2.1814897 1.733246 3.054624 1.7332616 4.2059984 -.5745624 13.665687 0 2.98985 0 10.952862 0 15.028915 0 11.547683 0 14.010018 0 11.16614 -.5745637 .8587126 0 4.85922 0 3.471981 0 8.542148 0 4.95459 0 4.822626 0 .9435756 0 -2.580097 0 -2.8541605 0 8.976134 0 4.2257996 0 2.957711 0 5.836172 0 2.0204005 0 6.045198 0 4.324284 0 5.734688 0 3.961012 0 5.341449 0 5.859992 0 5.330411 0 4.64447 0 3.444045 0 4.429629 0 1.7115777 0 3.947014 0 5.986516 0 4.889899 0 2.329301 0 2.1101992 0 2.9627504 0 4.816478 0 7.189716 0 6.351832 0 2.0958083 0 3.96486 0 13.059406 0 6.772822 0 7.458709 0 2.9170704 0 1.916107 0 3.627916 0 7.03041 0 5.8298 0 8.325891 0 .4436635 0 9.667241 0 1.9876958 0 .25057387 0 6.069531 0 4.625895 0 2.705822 end
0 Response to VAR function not working
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