Describe your new sample. Estimate a bivariate VAR for the price growth for MSA1 (or MSA2) and

Question:

Describe your new sample. Estimate a bivariate VAR for the price growth for MSA1 (or MSA2) and MS A3. Choose the lag structure optimally. Comment on the estimation results. Assess whether there is Granger-causality between both series. Construct the appropriate statistical tests, choose the size of the test, and explain your decision.