Granger causality in Eviews

[Vins]

Hello,

I have some questions about how to perform Granger causality tests in Eviews.

- first : is the "pairwise Granger causality test" (obtained by selecting "Granger Causality" from a group of variables) the result of a Granger causality test made on a VAR between two variables? If it is not the case, what is it exactly?

- second : when you perform a Granger causality test on a VAR specification (by selecting "Granger Causality/Block Exogeneity Tests" in "Lag Structure" in the menu "View" of the VAR), what is the "df" in the output of the test (third column)? Is it the number of lags selected by the software (if yes, what is the criterion?) Is there a link with the number of variables in the VAR (more than two variables in my case)?

- third : if the series to be tested are all I(1) (or integrated of greater order...), is it necessary to take the first difference of each series in the VAR on which is constructed the causality test? And in the case of a "pairwise Granger causality test", first difference or level?

Thank You,

Vincent