VECM granger causality test

Job ID: 34343045

Budget: £20 – £250 GBP

I have conducted a ARDL test to test for the cointegration between New builds property prices and construction costs and existing property prices and construction costs. In my previous test I found New builds and construction costs are cointegrated but existing property prices and construction costs are not. I now need to run a VECM granger causality test to understand the direction of the relationship


The project requires the running of the VECM test and then a 1500 word write up about:
why such test is an appropriate causality test for the ARDL model
,the methodology of the test
,results interpretation

the test results should look like the file attached but with my variables