Null Hypothesis: | Obs | F-Statistic | Prob. |
CRU does not Granger Cause MPR | 154 | 2.39723 | 0.0945 |
MPR does not Granger Cause CRU |
| 4.45097 | 0.0133 |
COC does not Granger Cause MPR | 154 | 3.43350 | 0.0348 |
MPR does not Granger Cause COC |
| 1.77403 | 0.1732 |
GLD does not Granger Cause MPR | 154 | 1.41317 | 0.2466 |
MPR does not Granger Cause GLD |
| 1.72521 | 0.1817 |
COC does not Granger Cause CRU | 154 | 0.51454 | 0.5988 |
CRU does not Granger Cause COC |
| 0.60912 | 0.5452 |
GLD does not Granger Cause CRU | 154 | 0.59754 | 0.5515 |
CRU does not Granger Cause GLD |
| 0.78080 | 0.4599 |
GLD does not Granger Cause COC | 154 | 0.38468 | 0.6813 |
COC does not Granger Cause GLD |
| 2.38027 | 0.0960 |