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