有三个变量V1 V2 V3 ,我首先用函数VAR做了三个变量之间的自回归方程,然后用causality(var1,cause="V1"),结果如下,怎么看呢???V2 V3 是V1 的granger原因吗???????
$Granger
Granger causality H0: V1 do not Granger-cause V2 V3
data: VAR object var1
F-Test = 0.8388, df1 = 6, df2 = 858, p-value = 0.54
$Instant
H0: No instantaneous causality between: V1 and V2 V3
data: VAR object var1
Chi-squared = 46.8441, df = 2, p-value = 6.729e-11