Null Hypothesis: | Obs | F-Statistic | Prob. | Result | Notes |
DKLSE does not Granger Cause DIHSG | 154 | 3.51546 | 0.0627* | Rejected | Uni Directional |
DSET does not Granger Cause DIHSG | 154 | 4.80936 | 0.0298** | Rejected | Uni Directional |
DSTI does not Granger Cause DIHSG | 154 | 3.27214 | 0.0725* | Rejected | Uni Directional |
DSET does not Granger Cause DDJI | 154 | 4.02934 | 0.0465** | Rejected | Uni Directional |
DSTI does not Granger Cause DKLSE | 154 | 5.69331 | 0.0183** | Rejected | Uni Directional |
DSTI does not Granger Cause DSET | 154 | 2.8847 | 0.0915* | Rejected | Uni Directional |