*! version 1.0.0 16may2026

Title

qqcauseplot -- Line plot of quantile-causality test statistics

Syntax

qqcauseplot [using filename] [, options]

title(string) plot title

subtitle(string) subtitle

xtitle(string) x-axis title

ytitle(string) y-axis title

save(filename) export graph

name(name) graph window name

scheme(name) Stata scheme

replace overwrite when saving

Description

qqcauseplot plots the quantile causality test statistic over the τ grid
with horizontal lines marking the 5% and 10% critical values from N(0,1).
Regions where |T| > 1.96 are shaded.

Example

. qqgcause sp500 oil, saving(c.dta) replace

. qqcauseplot using c.dta, title("Oil -> S&P 500")

See also

qqgcause