Null Hypothesis

Sample

F-Statistic

Prob.

LNP2 does not Granger Cause IP

45

0.78181

0.3816

IP does not Granger Cause LNP2

0.22648

0.6366

LNV2 does not Granger Cause IP

45

3.71416

0.0607

IP does not Granger Cause LNV2

0.47229

0.4957

LNI2 does not Granger Cause IP

45

0.99785

0.3236

IP does not Granger Cause LNI2

0.54578

0.4642

LNP2 does not Granger Cause LNIS

45

3.39137

0.0726

LNIS does not Granger Cause LNP2

0.08398

0.7734

LNV2 does not Granger Cause LNIS

45

0.03389

0.8548

LNIS does not Granger Cause LNV2

2.04352

0.1603

LNI2 does not Granger Cause LNIS

45

0.00241

0.9611

LNIS does not Granger Cause LNI2

2.95848

0.0928

LNP2 does not Granger Cause LNFR

45

2.45776

0.1244

LNFR does not Granger Cause LNP2

0.04151

0.8395

LNV2 does not Granger Cause LNFR

45

0.00206

0.9640

LNFR does not Granger Cause LNV2

1.15666

0.2883

LNI2 does not Granger Cause LNFR

45

0.00264

0.9592

LNFR does not Granger Cause LNI2

0.89097

0.3506

LNP2 does not Granger Cause LNER

45

1.13639

0.2925

LNER does not Granger Cause LNP2

0.52525

0.4726

LNV2 does not Granger Cause LNER

45

1.24765

0.2704

LNER does not Granger Cause LNV2

1.17024

0.2855

LNI2 does not Granger Cause LNER

45

3.69412

0.0614

LNER does not Granger Cause LNI2

0.14713

0.7032

LNP2 does not Granger Cause LNRI

42

2.33622

0.0758

LNRI does not Granger Cause LNP2

0.77908

0.5468

LNV2 does not Granger Cause LNRI

42

0.47098

0.7566

LNRI does not Granger Cause LNV2

2.22609

0.0875

LNI2 does not Granger Cause LNRI

42

1.54063

0.2133

LNRI does not Granger Cause LNI2

2.61990

0.0526

LNP2 does not Granger Cause LNFB

45

5.87215

0.0198

LNFB does not Granger Cause LNP2

0.27406

0.6034

LNV2 does not Granger Cause LNFB

45

1.64234

0.2070

LNFB does not Granger Cause LNV2

7.82423

0.0077

LNI2 does not Granger Cause LNFB

45

2.44035

0.1258

LNFB does not Granger Cause LNI2

5.99828

0.0186

LNP2 does not Granger Cause LNFA

45

0.49272

0.4866

LNFA does not Granger Cause LNP2

0.19125

0.6641

LNV2 does not Granger Cause LNFA

45

1.02401

0.3174

LNFA does not Granger Cause LNV2

1.52348

0.2240

LNI2 does not Granger Cause LNFA

45

0.48116

0.4917

LNFA does not Granger Cause LNI2

1.04196

0.3132

LNP2 does not Granger Cause LNFV

42

0.09040

0.9848

LNFV does not Granger Cause LNP2

0.92984

0.4586

LNV2 does not Granger Cause LNFV

42

1.90210

0.1334

LNFV does not Granger Cause LNV2

4.02848

0.0091

LNI2 does not Granger Cause LNFV

42

3.40026

0.0196

LNFV does not Granger Cause LNI2

1.75820

0.1609