I'm runningI ran my data set in EViews and iI got this:
and myMy book says "granger"[Clive] Granger suggested that to see if A granger-caused Y we would run (the equation) and test the 0 hypothesis that the coefficient of the lagged A jointly equal to zero. If we can reject the null hypothesis then we have evidence that A granger-causes Y."
So does my picture / output mean that
Real mortage rate(RMR) granger-causes GDP. RMR dosen't granger-cause GDP?
Real mortage rate(RMR) is granger-causes GDP (notnote that d$d$ is first difference here) and for example that RMR dosen't granger-causes GDP?, and KPI (consumer price index)
I'll post the whole picture in a link below if more information needed. https://i.sstatic.net/DqBP0.jpg