Hypothesis

Observation

F-statistics

Prob.

GZGDP does not Granger Cause GZEIT

13

3.55244

0.0787

GZEIT does not Granger Cause GZEDT

12

8.46787

0.0210

GZGDP does not Granger Cause GZEIT

12

7.06214

0.0302

GZEIT does not Granger Cause GZEDT

11

17.2218

0.0556