Granger causality Wald test. Based on the Granger causality Wald test, there is evidence that influenza A and B (combined) Granger-cause pneumococcal disease (Chi-square = 23.28, df = 2, p,0.001). These results could be reproduced for influenza A (p,0.001) and influenza B (p = 0.017). Conversely, pneumococcal disease could not be shown to Granger-cause influenza A and B (combined) infection (Chi-square = 4.39, df = 2, p = 0.11).