The question is how to apply Granger approach (causality) in Autoregressive Distributed Lag Model. There are 2 variables, with equal p and q, which are =4. The details are below.

5. A question that frequently arises in time series analysis is whether or not one economic variable can help forecast another economic variable. One way to address this question was proposed by Granger (1969). Explain the concept of causality, in the Granger sense, and describe how to implement a test of Granger causality in the context of an ADL(p q) (Autoregressive Distributed Lag Model) for two variables Y and X, with p = q = 4. (10 marks)