Null Hypothesis: | Obs | F-Statistic | Prob. |
COCOA does not Granger Cause M2 | 273 | 2.46760 | 0.0136 |
M2 does not Granger Cause COCOA | 13.4519 | 3.E-16 | |
CRUDE does not Granger Cause M2 | 273 | 6.66578 | 6.E-08 |
M2 does not Granger Cause CRUDE | 7.32371 | 9.E-09 | |
GOLD does not Granger Cause M2 | 273 | 7.69450 | 3.E-09 |
M2 does not Granger Cause GOLD | 5.38840 | 3.E-06 | |
CRUDE does not Granger Cause COCOA | 273 | 9.82071 | 7.E-12 |
COCOA does not Granger Cause CRUDE | 5.18408 | 5.E-06 | |
GOLD does not Granger Cause COCOA | 273 | 6.94529 | 3.E-08 |
COCOA does not Granger Cause GOLD | 1.39736 | 0.1978 | |
GOLD does not Granger Cause CRUDE | 273 | 4.75360 | 2.E-05 |
CRUDE does not Granger Cause GOLD | 7.25292 | 1.E-08 |