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 |