Null Hypothesis | Sample | F-Statistic | Prob. |
LNP3 does not Granger Cause IP | 39 | 0.04342 | 0.8361 |
IP does not Granger Cause LNP3 |
| 5.06096 | 0.0307 |
LNV3 does not Granger Cause IP | 39 | 1.00872 | 0.3219 |
IP does not Granger Cause LNV3 |
| 2.19702 | 0.1470 |
LNI3 does not Granger Cause IP | 39 | 1.39025 | 0.2461 |
IP does not Granger Cause LNI3 |
| 0.48477 | 0.4907 |
LNP3 does not Granger Cause LNIS | 39 | 1.04790 | 0.3128 |
LNIS does not Granger Cause LNP3 |
| 4.82705 | 0.0345 |
LNV3 does not Granger Cause LNIS | 39 | 0.00204 | 0.9642 |
LNIS does not Granger Cause LNV3 |
| 0.03554 | 0.8515 |
LNI3 does not Granger Cause LNIS | 39 | 4.77249 | 0.0355 |
LNIS does not Granger Cause LNI3 |
| 3.14858 | 0.0845 |
LNP3 does not Granger Cause LNFR | 39 | 2.93434 | 0.0953 |
LNFR does not Granger Cause LNP3 |
| 1.36644 | 0.2501 |
LNV3 does not Granger Cause LNFR | 39 | 0.06931 | 0.7938 |
LNFR does not Granger Cause LNV3 |
| 0.39366 | 0.5343 |
LNI3 does not Granger Cause LNFR | 39 | 3.55165 | 0.0676 |
LNFR does not Granger Cause LNI3 |
| 0.44603 | 0.5085 |
LNP3 does not Granger Cause LNER | 36 | 0.71691 | 0.5878 |
LNER does not Granger Cause LNP3 |
| 1.06368 | 0.3936 |
LNV3 does not Granger Cause LNER | 36 | 0.41995 | 0.7928 |
LNER does not Granger Cause LNV3 |
| 0.67456 | 0.6154 |
LNI3 does not Granger Cause LNER | 36 | 1.45322 | 0.2439 |
LNER does not Granger Cause LNI3 |
| 2.81226 | 0.0451 |
LNP3 does not Granger Cause LNRI | 39 | 0.42426 | 0.5190 |
LNRI does not Granger Cause LNP3 |
| 3.81207 | 0.0587 |
LNV3 does not Granger Cause LNRI | 39 | 0.09309 | 0.7620 |
LNRI does not Granger Cause LNV3 |
| 0.61591 | 0.4377 |
LNI3 does not Granger Cause LNRI | 39 | 3.46456 | 0.0709 |
LNRI does not Granger Cause LNI3 |
| 1.87970 | 0.1789 |
LNP3 does not Granger Cause LNFB | 39 | 1.28216 | 0.2650 |
LNFB does not Granger Cause LNP3 |
| 0.41066 | 0.5257 |
LNV3 does not Granger Cause LNFB | 39 | 0.05918 | 0.8092 |
LNFB does not Granger Cause LNV3 |
| 0.16288 | 0.6889 |
LNI3 does not Granger Cause LNFB | 39 | 0.64484 | 0.4272 |
LNFB does not Granger Cause LNI3 |
| 1.04278 | 0.3140 |
LNP3 does not Granger Cause LNFA | 39 | 7.74667 | 0.0085 |
LNFA does not Granger Cause LNP3 |
| 0.87153 | 0.3568 |
LNV3 does not Granger Cause LNFA | 39 | 1.75918 | 0.1931 |
LNFA does not Granger Cause LNV3 |
| 0.00063 | 0.9801 |
LNI3 does not Granger Cause LNFA | 39 | 0.51091 | 0.4794 |
LNFA does not Granger Cause LNI3 |
| 0.36107 | 0.5517 |
LNP3 does not Granger Cause LNFV | 39 | 0.15940 | 0.6921 |
LNFV does not Granger Cause LNP3 |
| 11.3723 | 0.0018 |
LNV3 does not Granger Cause LNFV | 39 | 1.40200 | 0.2441 |
LNFV does not Granger Cause LNV3 |
| 0.55653 | 0.4605 |
LNI3 does not Granger Cause LNF | 39 | 4.45039 | 0.0419 |
LNFV does not Granger Cause LNI3 |
| 2.83893 | 0.1007 |