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Undefined function or variable

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Keran
Keran il 31 Lug 2020
Commentato: Image Analyst il 31 Lug 2020
Hi,
I have problem when using Granger causality test on Matlab. I have defined var model and estimated the parameters and then used following code, where mde is var(2,3) model:
[hgranger,summary] = gctest(mde)
I get error:
Undefined function 'gctest' for input arguments of type 'varm'.
Error in Untitled (line 488)
[hgranger,summary] = gctest(mde)

Risposte (1)

Image Analyst
Image Analyst il 31 Lug 2020
Evidently that's not a function that's built-in to any of your toolboxes. Why do you think it should be? You need to ask the author of the code that calls that function for the source code for that gctest() function.
  2 Commenti
Keran
Keran il 31 Lug 2020
Yes, it is built-in econometrics toolbox and I'm quite confused as this is first time as this happends. I thought this should work as is, like the link to the test description below describes. Also how can I find the author of this code?
Image Analyst
Image Analyst il 31 Lug 2020
What does it say if you type ver in the command window? Does it show a license available for that toolbox? If not, contact the sales department to buy a copy. If it does show a license available, then contact tech support to see why it doesn't work. What does this show:
>> ver
>> which -all gctest
When you paste back here, delete your license number.
Also run the attached script, Toolbox_License_Info.m, that will check for a license for all toolboxes listed in your ver command. Let us know what it says.

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