For my VAR(1) I get that the causal variable in each equation is statistically significant at 10%. But for Granger causality at 10% I only get that 1 variable granger causes the other and not the other way round. How is that possible?
x = 2y + u y = 3x + u
x g-causes y y does not g-cause x
So, why does y not g-cause x?