Looking back at most 1 quarter(s)
GDP Granger causes ^RUA: p = 69.498%
GDP Granger causes DJUSRE: p = 90.201%
GDP Granger causes VBTLX: p = 8.738%

DPI Granger causes ^RUA: p = 3.446%
DPI Granger causes DJUSRE: p = 17.686%
DPI Granger causes VBTLX: p = 73.737%

CPI Granger causes ^RUA: p = 13.229%
CPI Granger causes DJUSRE: p = 54.269%
CPI Granger causes VBTLX: p = 0.045%

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Looking back at most 2 quarter(s)
GDP Granger causes ^RUA: p = 50.605%
GDP Granger causes DJUSRE: p = 41.859%
GDP Granger causes VBTLX: p = 12.171%

DPI Granger causes ^RUA: p = 9.730%
DPI Granger causes DJUSRE: p = 30.125%
DPI Granger causes VBTLX: p = 44.514%

CPI Granger causes ^RUA: p = 0.515%
CPI Granger causes DJUSRE: p = 12.847%
CPI Granger causes VBTLX: p = 0.171%

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Looking back at most 3 quarter(s)
GDP Granger causes ^RUA: p = 58.560%
GDP Granger causes DJUSRE: p = 57.969%
GDP Granger causes VBTLX: p = 22.969%

DPI Granger causes ^RUA: p = 3.823%
DPI Granger causes DJUSRE: p = 43.549%
DPI Granger causes VBTLX: p = 25.947%

CPI Granger causes ^RUA: p = 0.561%
CPI Granger causes DJUSRE: p = 18.541%
CPI Granger causes VBTLX: p = 0.454%

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