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(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%

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(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 \begin{tabular}{cccc} \hline \hline Excluded & Chi-sq & df & Prob. \\ \hline \hline INF & 0.577845 & 1 & 0.4472 \\ \hline \hline All & 0.577845 & 1 & 0.4472 \\ \hline \hline \end{tabular} Dependent variable: INF \begin{tabular}{cccc} \hline \hline Excluded & Chi-sq & df & Prob. \\ \hline \hline DGPRICE & 5.477190 & 1 & 0.0193 \\ \hline \hline All & 5.477190 & 1 & 0.0193 \\ \hline \hline \end{tabular}

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