Null Hypothesis

F Value

P Value

Test Result

LnTrade is not the cause of Grainger LnGDP1

4.56

0.03

Reject the null hypothesis

LnGDP1 is not the cause of Grainger LnTrade

0.36

0.70

Accept the null hypothesis

LnTrade is not the cause of Grainger LnGDP2

2.91

0.08

Reject the null hypothesis

LnGDP2 is not the cause of Grainger LnTrade

3.73

0.05

Reject the null hypothesis

LnTrade is not the cause of Grainger LnGDP3

3.77

0.05

Reject the null hypothesis

LnGDP3 is not the cause of Grainger LnTrade

2.63

0.10

Reject the null hypothesis