Null Hypothesis | F-Statistic | Prob. | Inference |
LNSH does not Granger Cause LNSGDP | 8.53523 | 0.0075 | LNSH → LNSGDP |
LNSGDP does not Granger Cause LNSH | 0.53577 | 0.4713 | No causality |
LNSJ does not Granger Cause LNSGDP | 0.88429 | 0.3564 | No causality |
LNSGDP does not Granger Cause LNSJ | 2.23184 | 0.1482 | No causality |
LNSJ does not Granger Cause LNSH | 7.88568 | 0.0097 | LNSJ → LNSH |
LNSH does not Granger Cause LNSJ | 13.3798 | 0.0012 | LNSH → LNSJ |