Granger causality test for values above a threshold in time series data

Hello, I'm trying to perform the Granger causality test for two time series considering the bivariate autoregressive model as

with the condition that Y(t) > a threshold value and Y(t) > Y(t-n). Can we still use the 'gctest' function to incorporate this condition, or is there any other built-in function in MATLAB to use for this specific condition of Granger causality? Your suggestions are much appreciated.

(R2023a)