Null Hypothesis:

Obs

F-Statistic

Prob.

MP does not Granger Cause VOL

1324

6.25882

3.00E−16

VOL does not Granger Cause MP

3.20595

2.00E−06

SS does not Granger Cause VOL

1324

0.86292

0.6358

VOL does not Granger Cause SS

1.51787

0.0665