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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