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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)