Null Hypothesis

Obs

F-Statistic

Prob

D (LINF) does not granger cause D (PConX)

D (PConX) does not granger cause D (LINF)

27

0.70649

0.13017

0.5042

0.8786

D (INTR) does not granger cause D (PConX)

D (PConX) does not granger cause D (INTR)

27

0.39295

0.15050

0.6797

0.8612

D (GDPR) does not granger cause D (PConX)

D (PConX) does not granger cause D (GDPR)

27

0.46057

0.34612

0.6369

0.7112

D (INTR) does not granger cause D (LINF)

D (LINF) does not granger cause D (INTR)

27

1.97360

0.72434

0.1628

0.4958

D (GDPR) does not granger cause D (LINF)

D (LINF) does not granger cause D (GDPR)

27

0.20421

0.78535

0.8168

0.4683

D (GDPR) does not granger cause D (INTR)

D (INTR) does not granger cause D (GDPR

27

0.04771

0.12874

0.9535

0.8799