Direction of causality

Test statistics

Bootstrap Critical Value at 1% level

Bootstrap Critical Value at 5% level

Bootstrap Critical Value at 10% level

Lags

Soy Oil

F⁺→S⁺

67.834

9.210

6.216

4.544

2

F⁻→S⁻-

112.371

10.123

6.074

4.572

2

S⁺→F⁺

2.042

9.186

6.312

4.549

2

S⁻→F⁻

3.404

9.670

6.171

4.600

2

Soya bean

F⁺→S⁺

100.18

9.90

6.61

5.01

2

F⁻→S⁻

15.324

8.04

3.47

2.20

1

S⁺→F⁺

0.98

9.95

6.59

4.88

2

S⁻→F⁻

0.13

6.61

3.18

2.19

1

Chana (Chickpea)

F⁺→S⁺

83.247

8.83

6.21

4.45

2

F⁻→S⁻

74.86

10.38

5.86

4.53

2

S⁺→F⁺

2.76

9.15

5.79

4.49

2

S⁻→F⁻

2.23

8.90

6.04

4.67

2

Castor seeds

F⁺→S⁺

25.96

9.61

5.77

4.32

2

F⁻→S⁻

23.18

9.93

6.63

5.11

2

S⁺→F⁺

3.57

11.79

7.15

4.78

2

S⁻→F⁻

13.56

11.53

6.58

4.93

2

Cotton oilcake

F⁺→S⁺

84.592

9.33

5.91

4.62

2

F⁻→S⁻

18.369

11.879

6.224

4.480

2

S⁺→F⁺

1.87

9.43

5.95

4.58

2

S⁻→F⁻

0.135

8.87

5.56

4.61

2

R M seed

F⁺→S⁺

93.26

10.55

5.79

4.39

2

F⁻→S⁻

27.74

9.65

5.55

4.28

2

S⁺→F⁺

0.58

8.95

5.99

4.81

2

S⁻→F⁻

10.18

9.61

6.43

4.57

2

Coriander

F⁺→S⁺

60.169

9.78

6.02

4.62

2

F⁻→S⁻

15.19

9.33

6.19

4.40

2

S⁺→F⁺

3.58

9.40

6.28

4.73

2

S⁻→F⁻

8.25

9.68

6.63

4.89

2

Turmeric

F⁺→S⁺

43.54

10.33

6.78

5.04

2

F⁻→S⁻

51.35

10.63

6.61

5.12

2

S⁺→F⁺

1.14

10.58

6.36

4.73

2

S⁻→F⁻

10.66

9.52

5.90

4.27

2

Jeera (cumin seed)

F⁺→S⁺

145.51

9.33

6.17

4.63

2

F⁻→S⁻

178.59

10.24

6.30

4.65

2

S⁺→F⁺

0.55

10.31

6.29

4.72

2

S⁻→F⁻

1.48

9.30

5.88

4.43

2

Wheat

F⁺→S⁺

23.83

10.92

6.18

4.73

2

F⁻→S⁻

9.31

18.55

6.80

4.30

2

S⁺→F⁺

1.73

9.50

6.33

4.61

2

S⁻→F⁻

1.20

18.99

6.89

4.30

2

Pepper

F⁺→S⁺

381.54

10.74

6.56

4.81

2

F⁻→S⁻

368.27

8.31

5.44

4.16

2

S⁺→F⁺

4.14

8.70

5.81

4.39

2

S⁻→F⁻

1.59

9.53

6.33

4.47

2