| Lag length | Granger causality | Conclusion |
| 2 | Y2 is not granger cause of y1 | no refusal |
|
| Y1 is not granger cause of y2 | refusal |
| 3 | Y2 is not granger cause of y1 | no refusal |
|
| Y1 is not granger cause of y2 | no refusal |
| 4 | Y2 is not granger cause of y1 | no refusal |
|
| Y1 is not granger cause of y2 | no refusal |
| 5 | Y2 is not granger cause of y1 | no refusal |
|
| Y1 is not granger cause of y2 | refusal |
| 6 | Y2 is not granger cause of y1 | no refusal |
|
| Y1 is not granger cause of y2 | refusal |
| 2 | Y3 is not granger cause of y1 | refusal |
|
| Y1 is not granger cause of y3 | no refusal |
| 3 | Y3 is not granger cause of y1 | refusal |
|
| Y1 is not granger cause of y3 | no refusal |
| 4 | Y3 is not granger cause of y1 | refusal |
|
| Y1 is not granger cause of y3 | no refusal |
| 5 | Y3 is not granger cause of y1 | refusal |
|
| Y1 is not granger cause of y3 | no refusal |
| 6 | Y3 is not granger cause of y1 | refusal |
|
| Y1 is not granger cause of y3 | no refusal |
| 2 | Y3 is not granger cause of y2 | no refusal |
|
| Y2 is not granger cause of y3 | no refusal |
| 3 | Y3 is not granger cause of y2 | no refusal |
|
| Y2 is not granger cause of y3 | no refusal |
| 4 | Y3 is not granger cause of y2 | no refusal |
|
| Y2 is not granger cause of y3 | no refusal |
| 5 | Y3 is not granger cause of y2 | no refusal |
|
| Y2 is not granger cause of y3 | no refusal |
| 6 | Y3 is not granger cause of y2 | no refusal |
|
| Y2 is not granger cause of y3 | no refusal |