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. qui var re rn, lags (1/7) . vargranger Granger causality Wald tests Equation Excluded ch12 df Prob ch12 re 22EE rn 7.613 7

. qui var re rn, lags (1/7) . vargranger Granger causality Wald tests Equation Excluded ch12 df Prob ch12 re 22EE rn 7.613 7 0.368 re ALL 7.613 7 0.368 rn re 43.786 7 0.000 rn ALL 43.786 7 0.000

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