CH₄ Granger Causality/Block Exogeneity Wald Test

Dependent Variable

Chi-sq

DF

Prob.

Decision

L(CH₄)|L(GDPP), L(GDPPP)², L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

21.05

14

0.100

Reject

L(GDPP)|L(CH₄), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

13.82

14

0.463

Accept

L(GDPP)²)|L(CH₄), L(GDPP), L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

13.97

14

0.452

Accept

L(CPIN)|L(CH₄), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(TOP), L(FDI)

23.22

14

0.057

Reject

L(EUP)|L(CH₄), L(GDPP), L(GDPP)², L(OIL), L(CPIN), L(TOP), L(FDI)

23.77

14

0.049

Reject

L(OIL)|L(CH₄), L(GDPP), L(GDPP)², L(EUP), L(CPIN), L(TOP), L(FDI)

14.85

14

0.389

Accept

L(TOP)|L(CH₄), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(FDI)

14.63

14

0.404

Accept

L(FDI)|L(CH₄), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(TOP)

7.65

14

0.907

Accept

N₂O Granger Causality/Block Exogeneity Wald Test

Dependent Variable

Chi-sq

DF

Prob.

Decision

L(N₂O)|L(GDPP), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

32.40

14

0.004

Reject

L(GDPP)|L(N₂O), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

13.66

14

0.475

Accept

L(GDPP)²)|L(N₂O), L(GDPP), L(EUP), L(OIL), L(CPIN), L(TOP), L(FDI)

13.81

14

0.464

Accept

L(CPIN)|L(N₂O), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(TOP), L(FDI)

20.44

14

0.117

Accept

L(EUP)|LL(N₂O), L(GDPP), L(GDPP)², L(OIL), L(CPIN), L(TOP), L(FDI)

20.12

14

0.126

Accept

L(OIL)|L(N₂O), L(GDPP), L(GDPP)², L(EUP), L(CPIN), L(TOP), L(FDI)

13.25

14

0.507

Accept

L(TOP)|L(N₂O), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(FDI)

15.19

14

0.365

Accept

L(FDI)|L(N₂O), L(GDPP), L(GDPP)², L(EUP), L(OIL), L(CPIN), L(TOP)

6.29

14

0.959

Accept