Granger Causality Test

GranTest(u,y) Tests and declares if a signal u is a cause for the second signal y, or the case is vi

Granger Causality Test
GranTest(u,y) indicates that if u causes y or y causes u.
[F1, F2]=GranTest(u,y,m,n)
gets arbitrary dynamic orders m, n for the ARX models used to test and gives the F-statistics required for the test.
if F1>F2, then u -> y; and if F2>F1, then y -> u.