Null Hypothesis

Sample

F-Statistic

Prob.

LNP1 does not Granger Cause IP

47

0.53547

0.4682

IP does not Granger Cause LNP1

4.07201

0.0497

LNV1 does not Granger Cause IP

47

0.15199

0.6985

IP does not Granger Cause LNV1

1.44834

0.2352

LNI1 does not Granger Cause IP

47

0.01190

0.9136

IP does not Granger Cause LNI1

0.81344

0.3720

LNP1 does not Granger Cause LNIS

47

0.49067

0.4873

LNIS does not Granger Cause LNP1

2.86593

0.0975

LNV1 does not Granger Cause LNIS

47

0.47927

0.4924

LNIS does not Granger Cause LNV1

1.91024

0.1739

LNI1 does not Granger Cause LNIS

47

2.51044

0.1203

LNIS does not Granger Cause LNI1

1.40726

0.2419

LNP1 does not Granger Cause LNFR

46

2.62058

0.0849

LNFR does not Granger Cause LNP1

0.96664

0.3889

LNV1 does not Granger Cause LNFR

46

0.48720

0.6179

LNFR does not Granger Cause LNV1

9.64020

0.0004

LNI1 does not Granger Cause LNFR

46

3.82246

0.0300

LNFR does not Granger Cause LNI1

2.13783

0.1309

LNP1 does not Granger Cause LNER

47

0.00941

0.9231

LNER does not Granger Cause LNP1

2.24108

0.1415

LNV1 does not Granger Cause LNER

47

2.04524

0.1597

LNER does not Granger Cause LNV1

0.07015

0.7924

LNI1 does not Granger Cause LNER

47

0.09216

0.7629

LNER does not Granger Cause LNI1

1.14902

0.2896

LNP1 does not Granger Cause LNRI

47

0.16677

0.6850

LNRI does not Granger Cause LNP1

3.93703

0.0535

LNV1 does not Granger Cause LNRI

47

0.65688

0.4220

LNRI does not Granger Cause LNV1

2.10073

0.1543

LNI1 does not Granger Cause LNRI

47

4.10789

0.0488

LNRI does not Granger Cause LNI1

0.45700

0.5026

LNP1 does not Granger Cause LNFB

47

0.11094

0.7407

LNFB does not Granger Cause LNP1

0.38101

0.5402

LNV1 does not Granger Cause LNFB

47

0.77600

0.3832

LNFB does not Granger Cause LNV1

0.48333

0.4906

LNI1 does not Granger Cause LNFB

47

1.43521

0.2373

LNFB does not Granger Cause LNI1

0.12048

0.7302

LNP1 does not Granger Cause LNFA

47

13.0875

0.0008

LNFA does not Granger Cause LNP1

1.32808

0.2554

LNV1 does not Granger Cause LNFA

47

0.27164

0.6048

LNFA does not Granger Cause LNV1

1.64655

0.2061

LNI1 does not Granger Cause LNFA

47

4.71400

0.0354

LNFA does not Granger Cause LNI1

0.01182

0.9139

LNP1 does not Granger Cause LNFV

47

0.06266

0.8035

LNFV does not Granger Cause LNP1

3.00384

0.0901

LNV1 does not Granger Cause LNFV

47

0.37907

0.5413

LNFV does not Granger Cause LNV1

0.10482

0.7477

LNI1 does not Granger Cause LNFV

47

4.27124

0.0447

LNFV does not Granger Cause LNI1

2.49646

0.1213