granger causality test?

[truegrit]

Dear Friends,

I am stuck in the errors of using granger causality test.
Could you give me any solutions for this matter?

Thank you!

TG

library("vars")

data(Canada)
var.2c <- VAR(Canada, p = 2)
causality(var.2c, cause = "e")
#> Error in causality(var.2c, cause = "e") : 
#> Please provide an object of class 'varest', generated by 'var()'.

[andresrcs]

Are you sure this code reproduces your issue? I'm running your exact code and it is working as expected. Try restarting your R session ( Ctrl+Shift+F10) and running your code again.

library("vars")

data(Canada)

var.2c <- VAR(Canada, p = 2)
causality(var.2c, cause = "e")
#> $Granger
#> 
#>  Granger causality H0: e do not Granger-cause prod rw U
#> 
#> data:  VAR object var.2c
#> F-Test = 6.2768, df1 = 6, df2 = 292, p-value = 3.206e-06
#> 
#> 
#> $Instant
#> 
#>  H0: No instantaneous causality between: e and prod rw U
#> 
#> data:  VAR object var.2c
#> Chi-squared = 26.068, df = 3, p-value = 9.228e-06

^{Created on 2019-10-02 by the reprex package (v0.3.0)}

[truegrit]

Thank you very much for your very quick and kind reply.
I will try again as you mentioned. and I don't know why some time R does not run the correct codes successfully.

Best,

TG