Original hypothesis | Lags | Obs | F-statistic | P value | Result |
P does not Granger cause Q | 2 | 118 | 1.4858 | 0.0372 | P is Granger cause Q |
Q does not Granger cause P | 2 | 118 | 0.4786 | 0.2327 | Q is not Granger cause P |