I find the results from the granger test in the bruceR package very unintuitive.
The obvious interpretation from the output is that eggs significantly granger causes chickens.
And there is no information about the null hypothesis used here. I have checked the vignette.
Commonly, isnt the null hypothesis that there is no granger causality?
data("ChickEgg", package = "lmtest") VAR2 <- VAR(ChickEgg, p = 2, type = "const") bruceR::granger_causality(VAR2)