Show whether changes in the U.S. stock price cause changes in the Chinese stock prices or the other way using the Granger causality test

Show whether changes in the U.S. stock price cause changes in the Chinese stock prices or the other way using the Granger causality test
Software: STATA

Utilize the following regression techniques to estimate the model, and you have to use Stata software (1) Granger Causality Tests (2) VAR (Vector Autoregressive Model) (3) Impulse Response Function (IRF) I have already collected all the needed data

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