Lags | Null hypothesis | F-value | prob |
4 | DVIX does not Granger Cause DCS | 9.72555 | 0.000 |
4 | DCS does not Granger Cause DVIX | 0.43506 | 0.6476 |
4 | DINDPRO does not Granger Cause DCS | 3.34618 | 0.0473 |
4 | DCS does not Granger Cause DINDPRO | 3.60759 | 0.0282 |
4 | DSLOPE does not Granger Cause DCS | 4.10326 | 0.0321 |
4 | DCS does not Granger Cause DSLOPE | 2.09378 | 0.1248 |
4 | DGS10 does not Granger Cause DCS | 4.75376 | 0.0218 |
4 | DCS does not Granger Cause DGS10 | 6.79781 | 0.0013 |