Null Hypothesis | F-Statistics | Probality |
GBP_MUR does not Granger Cause EUR_MUR | 15.7862 | 0.00* |
EUR_MUR does not Granger Cause GBP_MUR | 1.28634 | 0.2534 |
USD_MUR does not Granger Cause EUR_MUR | 74.6328 | 0.00* |
EUR_MUR does not Granger Cause USD_MUR | 3.7302 | 0.0005* |
JPY_MUR does not Granger Cause EUR_MUR | 1.29828 | 0.2475 |
EUR_MUR does not Granger Cause JPY_MUR | 0.83613 | 0.5573 |
USD_MUR does not Granger Cause GBP_MUR | 1.30408 | 0.2446 |
GBP_MUR does not Granger Cause USD_MUR | 9.0612 | 0.00* |
JPY_MUR does not Granger Cause GBP_MUR | 1.262 | 0.2658 |
GBP_MUR does not Granger Cause JPY_MUR | 5.73899 | 0.00* |
JPY_MUR does not Granger Cause USD_MUR | 1.59979 | 0.1314 |
USD_MUR does not Granger Cause JPY_MUR | 2.94586 | 0.0046* |
(Author’s Computation) |