Null Hypothesis:

Obs

F-Statistic

Prob.

DEXR does not Granger Cause DLM2

104

0.73932

0.6392

DLM2 does not Granger Cause DEXR

0.74356

0.6357

DIFR does not Granger Cause DLM2

93

0.34742

0.9293

DLM2 does not Granger Cause DIFR

0.53150

0.8081

DLCPS does not Granger Cause DLM2

98

3.39285

0.0031***

DLM2 does not Granger Cause DLCPS

2.01479

0.0627*

DLCIC does not Granger Cause DLM2

104

0.64457

0.7179

DLM2 does not Granger Cause DLCIC

0.74048

0.6383

DIFR does not Granger Cause DEXR

93

0.58817

0.7636

DEXR does not Granger Cause DIFR

0.23828

0.9745

DLCPS does not Granger Cause DEXR

98

0.49339

0.8369

DEXR does not Granger Cause DLCPS

1.02445

0.4204

DLCIC does not Granger Cause DEXR

104

1.25640

0.2812

DEXR does not Granger Cause DLCIC

0.61696

0.7406

DLCPS does not Granger Cause DIFR

87

0.16236

0.9917

DIFR does not Granger Cause DLCPS

0.30927

0.9476

DLCIC does not Granger Cause DIFR

93

0.86412

0.5386

DIFR does not Granger Cause DLCIC

0.10017

0.9982

DLCIC does not Granger Cause DLCPS

98

1.92986

0.0750*

DLCPS does not Granger Cause DLCIC

2.34580

0.0309**