library(lmtest)
grangertest(cons ~ inc, order = 4, data = m.ts)
Granger causality test
Model 1: cons ~ Lags(cons, 1:4) + Lags(inc, 1:4)
Model 2: cons ~ Lags(cons, 1:4)
Res.DfDf F Pr(>F)
1 22
2 26 -4 1.92990.1411
grangertest(inc ~ cons, order = 4, data = m.ts)
Granger causality test
Model 1: inc ~ Lags(inc, 1:4) + Lags(cons, 1:4)
Model 2: inc ~ Lags(inc, 1:4)
Res.Df Df F Pr(>F)
1 22
2 26 -41.5234 0.23


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