The causal relationships show which variable is related with which variables or the lagged values. It does not show a cause and effect relationship but it is a proof for the accuracy of the selecting a variable as a dependent variable or the explanatory one.Sims claimed that we cannot consider a variable only as a dependent one unless the causal relationship suggest that.

Thanks a lot Akoto and Vahid for the opinions shared. Your respective points are well noted and very much appreciated