R programming on VAR(2) model and Time series. Question below:

Bonus.R script is below:

## Simulate VAR(2)-data library(dse1) library(vars) ## Setting the lag-polynomial A(L) Apoly

## Causality tests ## Granger and instantaneous causality var.causal Set up the three-dimensional (3D) VAR(2) where the third variable does not Granger-cause the first variable. The Bonus.R script may help Set up the three-dimensional (3D) VAR(2) where the third variable does not Granger-cause the first variable. The Bonus.R script may help