Null hypotheses of causality in the sense of Granger

F-Statistics

Probability

DLGDPG does not cause DLCE

3.7421

0.0358

DLCE does not cause DLGDPG

0.1466

0.8642

DLGDPH does not cause DLCE

3.9192

0.0311

DLCE does not cause DLGDPH

0.0711

0.9315

DLGDPT does not cause DLCE

1.19726

0.3165

DLCE does not cause DLGDPT

0.3761

0.6898

LPO does not cause DLCE

0.2639

0.7698

DLCE does not cause LPO

2.0008

0.1534

DLH does not cause DLCE

0.1698

0.8446

DLCE does not cause DLH

0.3339

0.7187

DLS does not cause DLCE

0.2555

0.7762

DLCE does not cause DLS

1.5572

0.2278