Chi-squared test statistics for lag exclusion: Numbers in [] are p-values | |||||
| GDP | PD | PFI | EXP | Joint |
Lag 1 | 43.76407 [0.0000] | 46.38364 [0.0000] | 23.18964 [0.0001] | 14.80346 [0.0051] | 122.2539 [0.0000] |
Lag 2 | 7.513688 [0.1111] | 4.964028 [0.2910] | 0.345319 [0.9867] | 0.780436 [0.9411] | 17.92995 [0.3280] |
d.f | 4 | 4 | 4 | 4 | 16 |