Hypothesis

Observation

F-statistics

Prob.

ZHGDP does not Granger Cause ZHEIT

14

4.27328

0.0631

ZHEIT does not Granger Cause ZHGDP

14

13.6899

0.0035

ZHEIT does not Granger Cause ZHGDP

13

5.69247

0.0290

ZHEDT does not Granger Cause ZHEIT

11

29.8551

0.0327

ZHGDP does not Granger Cause ZHEDT

11

10.3556

0.0900