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