import delimited C:\granger.csv
generate time=tq(1980q1)+_n-1
tsset time, quarterly
generate ly=log(y)
generate lm=log(m) 
xi I.q, prefix(D)
var ly lm if tin(1985q1,1990q4), lags(1/4) exog(Dq_2 Dq_3 Dq_4) small dfk
vargranger