https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Wald-Test-or-Granger-Causalityin-Panel-Data/m-p/356818#M2323 <P>Hello, i have to to do Granger Causality Test. I have panel data. I tried to do the Granger Causality with proc varmax , but this procedure takes into consideration only time series. I didn't find &nbsp;any proc that &nbsp;knows&nbsp;to do&nbsp;<SPAN>Granger Causality on panel data. Can somebody help me? Maybe to run proc panel and then calculate Wald statistic?&nbsp;</SPAN></P><P><SPAN>Thank you</SPAN></P> Mon, 08 May 2017 09:22:37 GMT AlexeyS 2017-05-08T09:22:37Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Wald-Test-or-Granger-Causalityin-Panel-Data/m-p/356818#M2323 <P>Hello, i have to to do Granger Causality Test. I have panel data. I tried to do the Granger Causality with proc varmax , but this procedure takes into consideration only time series. I didn't find &nbsp;any proc that &nbsp;knows&nbsp;to do&nbsp;<SPAN>Granger Causality on panel data. Can somebody help me? Maybe to run proc panel and then calculate Wald statistic?&nbsp;</SPAN></P><P><SPAN>Thank you</SPAN></P> Mon, 08 May 2017 09:22:37 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Wald-Test-or-Granger-Causalityin-Panel-Data/m-p/356818#M2323 AlexeyS 2017-05-08T09:22:37Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Wald-Test-or-Granger-Causalityin-Panel-Data/m-p/356837#M2324 <P>Plz post it at Forecast forum, since it is about time series analysis .</P> Mon, 08 May 2017 12:06:35 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Wald-Test-or-Granger-Causalityin-Panel-Data/m-p/356837#M2324 Ksharp 2017-05-08T12:06:35Z