Hey, I am trying to run a granger causality test between two
variables, but am unsure about a few things. I understand that you
calculate the F statistic by using the formula below:

F=((RSS_r-RSS_ur)/m)/(RSS_ur/(n-k))

Now, I have my two variables, my independent variable and my dependent
variable. My first question is when i calculate the lags of these
variables, how many lags do i use for the whole sample? (is this
anything ti do with curing spurious regression - how will i know the
right amount of lags to use) I am extremely confused by that.
Secondly, can you explain the term 'n' in more detail, and give an
example of a value. Thirdly, once i have calculated the F stat, what
do I compare it against, and what will it will me? Lastly, how can i
work out the coresponding P value for this F statistic.

I am using SPSS, and am extremely confused, despite reading previous
questions and answers on this topic. Please can you give a small
example with figures, and also show me how to conduct my test in SPSS
with a step to step guide, and not those words pasted in a format i do
not understand.

I really appreciate any help you can give me - I have done quite a bit
of research but I am still unclear.

Best Regards