Null hypothesis

F value

Probability value

DLnIE is not a DLnAP Granger cause

1.7556

0.1908

DLnAR is not a DLnIE Granger cause

4.6290

0.0359

DLnIR is not a DLnAP Granger cause

2.7732

0.1016

DLnAP is not a DLnIR Granger cause

2.5141

0.1186

DLnIR is not a DLnIE Granger cause

8.9082

0.0043

DLnIE is not a DLnIR Granger cause

3.1577

0.0812