Null Hypothesis:

Obs

F-Statistic

Prob.

DCPS does not Granger cause RGDPPC

42

3.93828

0.0281

RGDPPC does not Granger cause DCPS

1.76381

0.1855

DD does not Granger cause RGDPPC

0.00818

0.9919

RGDPPC does not Granger cause DD

6.06412

0.0053