(c) The results of the Granger causality test are shown below. VAR Granger Causality/Block Exogenerty Wald Tests Date 09/26/21 Time: 19:09 Sample: 2010M02 2021MOB Included observations: 136 Dependent variable DEXRATE Excluded Chi-sq df Prob DCP 9894972 2 0.0071 All 9.894972 2 0.0071 endent variable: DCP Excluded Chi-sq df Prob DEXRATE 2 459399 2 0 2924 All 2.459399 2 02924 What do you infer from the Granger causality test results? (d) The generalised impulse response diagrams are shown below. Response to Generalized One S.D. Innovations * 2 analytic asymptotic S.E.s Response of DEXRATE to DEXRATE Innovation Response of DEXRATE to DCP Innovation 01 00 2 10 2 Response of DCP to DEXRATE Innovation Response of DCP to DCP Innovation 03 02 01 01 00 01 2 10 Which shock is more persistent with respect to its own shock