Null Hypothesis | Obs | F-Statistic | Prob. |
LNCI does not Granger Cause LNDRR | 230 | 3.109 | 0.016 |
LNDRR does not Granger Cause LNCI |
| 1.621 | 0.170 |
LNECI does not Granger Cause LNDRR | 230 | 4.302 | 0.002 |
LNDRR does not Granger Cause LNECI |
| 1.532 | 0.194 |
LNCCI does not Granger Cause LNDRR | 230 | 6.064 | 0.000 |
LNDRR does not Granger Cause LNCCI |
| 1.015 | 0.400 |
LNMCI does not Granger Cause LNDRR | 230 | 2.321 | 0.058 |
LNDRR does not Granger Cause LNMCI |
| 1.362 | 0.248 |
LNGCI does not Granger Cause LNDRR | 230 | 2.717 | 0.031 |
LNDRR does not Granger Cause LNGCI |
| 0.981 | 0.419 |
LNOCI does not Granger Cause LNDRR | 230 | 1.627 | 0.169 |
LNDRR does not Granger Cause LNOCI |
| 0.781 | 0.538 |
LNSCI does not Granger Cause LNDRR | 230 | 1.843 | 0.122 |
LNDRR does not Granger Cause LNSCI |
| 0.703 | 0.591 |
LNCI does not Granger Cause NCS | 225 | 1.038 | 0.411 |
NCS does not Granger Cause LNCI |
| 0.799 | 0.617 |
LNECI does not Granger Cause NCS | 225 | 1.024 | 0.422 |
NCS does not Granger Cause LNECI |
| 1.116 | 0.353 |
LNCCI does not Granger Cause NCS | 225 | 0.626 | 0.774 |
NCS does not Granger Cause LNCCI |
| 0.720 | 0.690 |
LNMCI does not Granger Cause NCS | 225 | 1.317 | 0.229 |
NCS does not Granger Cause LNMCI |
| 1.124 | 0.347 |
LNGCI does not Granger Cause NCS | 225 | 1.823 | 0.066 |
NCS does not Granger Cause LNGCI |
| 0.381 | 0.944 |
LNOCI does not Granger Cause NCS | 225 | 1.152 | 0.328 |
NCS does not Granger Cause LNOCI |
| 0.667 | 0.739 |
LNSCI does not Granger Cause NCS | 225 | 0.159 | 0.998 |
NCS does not Granger Cause LNSCI |
| 1.374 | 0.202 |
LNCI does not Granger Cause LNIBOR | 233 | 7.092 | 0.008 |
LNIBOR does not Granger Cause LNCI |
| 7.861 | 0.006 |
LNECI does not Granger Cause LNIBOR | 233 | 0.153 | 0.696 |
LNIBOR does not Granger Cause LNECI |
| 3.695 | 0.056 |
LNCCI does not Granger Cause LNIBOR | 233 | 1.390 | 0.240 |
LNIBOR does not Granger Cause LNCCI |
| 4.819 | 0.029 |
LNMCI does not Granger Cause LNIBOR | 233 | 7.150 | 0.008 |
LNIBOR does not Granger Cause LNMCI |
| 7.953 | 0.005 |
LNGCI does not Granger Cause LNIBOR | 233 | 0.987 | 0.322 |
LNIBOR does not Granger Cause LNGCI |
| 0.083 | 0.774 |
LNOCI does not Granger Cause LNIBOR | 233 | 1.145 | 0.286 |
LNIBOR does not Granger Cause LNOCI |
| 1.023 | 0.313 |
LNSCI does not Granger Cause LNIBOR | 233 | 1.402 | 0.238 |
LNIBOR does not Granger Cause LNSCI |
| 0.304 | 0.582 |
LNCI does not Granger Cause LNER | 233 | 3.693 | 0.056 |
LNER does not Granger Cause LNCI |
| 3.139 | 0.078 |
LNECI does not Granger Cause LNER | 233 | 0.000 | 0.997 |
LNER does not Granger Cause LNECI |
| 2.213 | 0.138 |
LNCCI does not Granger Cause LNER | 233 | 3.443 | 0.065 |
LNER does not Granger Cause LNCCI |
| 2.643 | 0.105 |
LNMCI does not Granger Cause LNER | 233 | 2.033 | 0.155 |
LNER does not Granger Cause LNMCI |
| 2.196 | 0.140 |
LNGCI does not Granger Cause LNER | 233 | 0.059 | 0.808 |
LNER does not Granger Cause LNGCI |
| 0.140 | 0.709 |
LNOCI does not Granger Cause LNER | 233 | 0.759 | 0.384 |
LNER does not Granger Cause LNOCI |
| 0.023 | 0.879 |
LNSCI does not Granger Cause LNER | 233 | 0.057 | 0.811 |
LNER does not Granger Cause LNSCI |
| 0.103 | 0.749 |
LNCI does not Granger Cause LNM0 | 230 | 2.026 | 0.092 |
LNM0 does not Granger Cause LNCI |
| 0.567 | 0.687 |
LNECI does not Granger Cause LNM0 | 230 | 1.627 | 0.168 |
LNM0 does not Granger Cause LNECI |
| 0.152 | 0.962 |
LNCCI does not Granger Cause LNM0 | 230 | 0.560 | 0.692 |
LNM0 does not Granger Cause LNCCI |
| 1.953 | 0.103 |
LNMCI does not Granger Cause LNM0 | 230 | 2.108 | 0.081 |
LNM0 does not Granger Cause LNMCI |
| 0.887 | 0.473 |
LNGCI does not Granger Cause LNM0 | 230 | 0.512 | 0.727 |
LNM0 does not Granger Cause LNGCI |
| 1.795 | 0.131 |
LNOCI does not Granger Cause LNM0 | 230 | 0.373 | 0.828 |
LNM0 does not Granger Cause LNOCI |
| 0.410 | 0.801 |
LNSCI does not Granger Cause LNM0 | 230 | 1.158 | 0.330 |
LNM0 does not Granger Cause LNSCI |
| 1.613 | 0.172 |
LNCI does not Granger Cause LNM1 | 230 | 0.777 | 0.541 |
LNM1 does not Granger Cause LNCI |
| 1.317 | 0.265 |
LNECI does not Granger Cause LNM1 | 230 | 1.369 | 0.246 |
LNM1 does not Granger Cause LNECI |
| 1.425 | 0.227 |
LNCCI does not Granger Cause LNM1 | 230 | 1.802 | 0.129 |
LNM1 does not Granger Cause LNCCI |
| 3.259 | 0.013 |
LNMCI does not Granger Cause LNM1 | 230 | 0.355 | 0.841 |
LNM1 does not Granger Cause LNMCI |
| 1.129 | 0.344 |
LNGCI does not Granger Cause LNM1 | 230 | 2.366 | 0.054 |
LNM1 does not Granger Cause LNGCI |
| 1.109 | 0.353 |
LNOCI does not Granger Cause LNM1 | 230 | 1.012 | 0.402 |
LNM1 does not Granger Cause LNOCI |
| 1.462 | 0.215 |
LNSCI does not Granger Cause LNM1 | 230 | 4.039 | 0.004 |
LNM1 does not Granger Cause LNSCI |
| 0.794 | 0.530 |
LNCI does not Granger Cause LNM2 | 230 | 3.405 | 0.010 |
LNM2 does not Granger Cause LNCI |
| 0.964 | 0.428 |
LNECI does not Granger Cause LNM2 | 230 | 1.868 | 0.117 |
LNM2 does not Granger Cause LNECI |
| 0.777 | 0.542 |
LNCCI does not Granger Cause LNM2 | 230 | 1.183 | 0.319 |
LNM2 does not Granger Cause LNCCI |
| 2.327 | 0.057 |
LNMCI does not Granger Cause LNM2 | 230 | 3.568 | 0.008 |
LNM2 does not Granger Cause LNMCI |
| 1.288 | 0.276 |
LNGCI does not Granger Cause LNM2 | 230 | 0.766 | 0.548 |
LNM2 does not Granger Cause LNGCI |
| 0.950 | 0.436 |
LNOCI does not Granger Cause LNM2 | 230 | 0.537 | 0.709 |
LNM2 does not Granger Cause LNOCI |
| 0.604 | 0.660 |
LNSCI does not Granger Cause LNM2 | 230 | 1.920 | 0.108 |
LNM2 does not Granger Cause LNSCI |
| 0.975 | 0.422 |