VAR Granger Causality test in R Studio

[@druskis]

just wanted to say that I've been watching a bunch of your videos about how to use R and they all been really helpful.

[@SarveshwarInani]

Thanks a lot for the compliment! Keep Learning:)

[@bhavyageethika4560]

excellent video - i love how you call us friends :) @sarveshwar inani

[@SarveshwarInani]

Thanks!!

[@entertainment9755]

Love your positive communication!

[@SarveshwarInani]

Thanks for your kind compliment :)

[@guilhermepalazzo1289]

Amazing content my friend, thanks for sharing!

[@alegiocuestachavez3424]

gracias ....

[@elenasarieva6732]

Thanks for the video, very helpful indeed! I only have one question - how do we best estimate the lag length?
Cheers!

[@floppyears788]

Great! I have just one question, the optimal lag depends on the "order" you chose in the "grangertest" command? since it uses the granger result. Thanks!

[@debanjanborthakur4321]

Hi, suppose we need to compare the magnitudes of GC. Is it the F statistics value?

[@christiansetzkorn6241]

Thanks for this. 2 quick ones. Did you say Argis and AriF are logged? Also why do you assume an order of integration of 1 (e.g. diff(Argis))? Should you not run nidffs or something? Thanks.

[@10TIMT10]

thanks, really helpful video :)

[@SarveshwarInani]

Most welcome!

[@HZAU-BioNLP]

Hi, it is nice. Can we get the codes somewhere?

[@imdirtydan1493]

Keep getting. “Argument cause does not match variables names.” Checked variables, I don’t really know how to solve this

[@yuxinzhang5094]

Hi, if there are more than two variables, can we still put VAR result and a cause into causality()? And how would you interpret the results?

[@SarveshwarInani]

Hi, we can do VAR for more than two variables also and the interpretation would be similar. But I heard that R has some issues in modelling more than 2 variables, though I never used.

[@rohitanitamaurya529]

sanjeet bhai