VAR Granger causality/block exogeneity wald tests | |||
Sample: 1/04/2007 12/30/2009 | |||
Included observations: 668 | |||
Dependent variable: DUS | |||
Excluded | Chi-sq | df | Prob. |
DUK | 6.203648 | 5 | 0.2869 |
DHK | 10.47933 | 5 | 0.0627 |
DJAPAN | 7.935330 | 5 | 0.1598 |
All | 23.10098 | 15 | 0.0820 |
Dependent variable: DUK | |||
Excluded | Chi-sq | df | Prob. |
DUS | 158.8304 | 5 | 0.0000 |
DHK | 9.912196 | 5 | 0.0778 |
DJAPAN | 7.106519 | 5 | 0.2128 |
All | 175.5264 | 15 | 0.0000 |
Dependent variable: DHK | |||
Excluded | Chi-sq | df | Prob. |
DUS | 91.41110 | 5 | 0.0000 |
DUK | 5.870769 | 5 | 0.3190 |
DJAPAN | 13.93677 | 5 | 0.0160 |
All | 181.7288 | 15 | 0.0000 |
Dependent variable: DJAPAN | |||
Excluded | Chi-sq | df | Prob. |
DUS | 184.7964 | 5 | 0.0000 |
DUK | 8.430842 | 5 | 0.1340 |
DHK | 5.490441 | 5 | 0.3590 |
All | 371.2883 | 15 | 0.0000 |