[R] Granger casuality test in r

Eneida Permeti permeti@eneid@ @ending from y@hoo@com
Fri Nov 30 15:21:44 CET 2018


The results of my Granger causality test in r are below. VARp is my VAR model and I have two endogenous variables. From the results, I have only instantaneous causality. What does it mean?Thank you so much
> causality(VARp,cause="The.economic.growth")
$Granger

    Granger causality H0: The.economic.growth do not Granger-cause
    The.differenced.public.debt

data:  VAR object VARp
F-Test = 0.4038, df1 = 6, df2 = 8, p-value = 0.8573


$Instant

    H0: No instantaneous causality between: The.economic.growth and
    The.differenced.public.debt

data:  VAR object VARp
Chi-squared = 6.0964, df = 1, p-value = 0.01355


> causality(VARp,cause="The.differenced.public.debt")
$Granger

    Granger causality H0: The.differenced.public.debt do not Granger-cause
    The.economic.growth

data:  VAR object VARp
F-Test = 0.70214, df1 = 6, df2 = 8, p-value = 0.6572


$Instant

    H0: No instantaneous causality between: The.differenced.public.debt and
    The.economic.growth

data:  VAR object VARp
Chi-squared = 6.0964, df = 1, p-value = 0.01355
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