Granger Causality with multiple VAR model

Hi all,

I have a dataset containing interest rates set by 6 different banks. To see if the interest rate set by one banks granger causes the interest rates of the other banks I want to run a granger causality test.

So a simplified version (of three banks) is attached, (where B is a (3*3) matrix of coefficients).
Array

Can you guys help me with explaining how to run the different VAR models (6-way) before doing the causality test with vargranger?

Thanks for the help!

Danny