VAR Granger causality/block exogeneity wald tests | |||
Sample: 1/04/2010 6/30/2015 | |||
Included observations: 1229 | |||
Dependent variable: DUS | |||
Excluded | Chi-sq | df | Prob. |
DUK | 4.936070 | 3 | 0.1765 |
DHK | 2.095762 | 3 | 0.5528 |
DJAPAN | 4.151102 | 3 | 0.2456 |
All | 11.72614 | 9 | 0.2292 |
Dependent variable: DUK | |||
Excluded | Chi-sq | df | Prob. |
DUS | 84.60419 | 3 | 0.0000 |
DHK | 1.016763 | 3 | 0.7972 |
DJAPAN | 0.864174 | 3 | 0.8341 |
All | 88.28683 | 9 | 0.0000 |
Dependent variable: DHK | |||
Excluded | Chi-sq | df | Prob. |
DUS | 154.5575 | 3 | 0.0000 |
DUK | 4.140122 | 3 | 0.2467 |
DJAPAN | 17.22457 | 3 | 0.0006 |
All | 365.0299 | 9 | 0.0000 |
Dependent variable: DJAPAN | |||
Excluded | Chi-sq | df | Prob. |
DUS | 88.24964 | 3 | 0.0000 |
DUK | 19.89895 | 3 | 0.0002 |
DHK | 14.87379 | 3 | 0.0019 |
All | 320.6132 | 9 | 0.0000 |