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
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