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