how to fix this DYNAMIC GRANGER CAUSALITY Model

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I'm trying to calculate Granger causality with DYNAMIC GRANGER CAUSALITY Model. the code and data is already attached. the problem with this code is that, whenever i run the code on toy model data or real data. it give me null matrix with no value for time variant and spatial maps plotting (Results of time variant name DGC). please help me where is the error and how can i fix this model

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