(k) The result of the Granger causality test is based on a VAR(1) model. What can you infer from this test result at the 5%
(k) The result of the Granger causality test is based on a VAR(1) model. What can you infer from this test result at the 5% significance level? [2] VAR Granger Causality/Block Exogeneity Wald Tests Date: 09/27/21 Time: 12:31 Sample: 1969M12 2021M08 Included observations: 619 Dependent variable: DGPRICE Excluded Chi-so df Prob. INF 0.577845 0.4472 0.577845 1 0.4472 Dependent variable: INF Excluded Chi-so df Prob DGPRICE 5.477190 0.0193 All 5.477190 1 0.0193
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