Hypothesis | Lag phase | F-statistics | P-value | Conclusion |
LLP is not a Granger cause of LHP. | 1 | 9.96837*** | 0.0021 | Reject |
LHP is not a Granger cause of LLP. | 1 | 4.32242** | 0.0400 | Reject |
LLP is not a Granger cause of LHP. | 2 | 1.41757 | 0.2475 | Accept |
LHP is not a Granger cause of LLP. | 2 | 2.65400* | 0.0757 | Reject |
LLP is not a Granger cause of LHP. | 3 | 0.34266 | 0.7945 | Accept |
LHP is not a Granger cause of LLP. | 3 | 1.92835 | 0.1316 | Accept |
LLP is not a Granger cause of LHP. | 4 | 0.06886 | 0.9911 | Accept |
LHP is not a Granger cause of LLP. | 4 | 1.48405 | 0.2169 | Accept |
LLP is not a Granger cause of LHP. | 5 | 0.37367 | 0.8645 | Accept |
LHP is not a Granger cause of LLP. | 5 | 1.27577 | 0.2878 | Accept |
LLP is not a Granger cause of LHP. | 6 | 0.34278 | 0.9100 | Accept |
LHP is not a Granger cause of LLP. | 6 | 0.46657 | 0.8290 | Accept |
LLP is not a Granger cause of LHP. | 7 | 0.37834 | 0.9072 | Accept |
LHP is not a Granger cause of LLP. | 7 | 0.40981 | 0.8880 | Accept |
LLP is not a Granger cause of LHP. | 8 | 0.36862 | 0.9214 | Accept |
LHP is not a Granger cause of LLP. | 8 | 0.29208 | 0.9579 | Accept |
LLP is not a Granger cause of LHP. | 9 | 0.37622 | 0.8762 | Accept |
LHP is not a Granger cause of LLP. | 9 | 0.85847 | 0.6451 | Accept |