Pairwise Granger Causality Tests | |||
Sample: 2004 2018 | |||
Lags: 1 | |||
Null Hypothesis: | Obs | F-Statistic | Prob. |
LNGF does not Granger Cause EQI | 14 | 7.9431 | 0.0167 |
EQI does not Granger Cause LNGF | 14 | 0.06887 | 0.7978 |
FDR does not Granger Cause EQI | 14 | 4.65917 | 0.0538 |
EQI does not Granger Cause FDR | 14 | 11.4722 | 0.0061 |