Original Hypothesis

Lag Intervals for Endogenous

F statistic

Probability Whether Reject the Original Hypothesis

LnFDI is not the Granger causality of LnDS

2

4.116

0.041 reject

LnFDI is not the Granger causality of LnDS

2

1.977

0.178 accept

LnFDI is not the Granger causality of LnDS

2

7.417

0.007 reject

LnFDI is not the Granger causality of LnDS

2

8.928

0.004 reject

LnFDI is not the Granger causality of LnDS

2

4.381

0.035 reject

LnFDI is not the Granger causality of LnDS

2

0.299

0.747 accept