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I have used the causality function to test a VAR(3)-model for Granger causality.

For one variable the following results were computed:

The test found that H0 could not be rejected for the Granger causality test, but for the instant causality test with H0 = No instantaneous causality

But how can I interpret this result now?
What does instantaneous causality mean?

Richard Hardy
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Joe94
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  • It seems the following sentence is missing some part at the end: ...but for the instant causality test with H0 = No instantaneous causality ???. Did you mean but for the instant causality test with H0 = No instantaneous causality the null hypothesis was rejected? – Richard Hardy Jan 10 '21 at 14:13

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