Null hypothesis H0 | Lag order | Chi-Sq | P | conclusion |
ΔlnRFPI is not the Granger cause of DPR | 1 | 0.1633 | 0.6862 | not refuse |
DPR is not the Granger cause of ΔlnRFPI | 1 | 0.3196 | 0.5719 | not refuse |
ΔlnRFIA is not the Granger cause of DPR | 4 | 0.4235 | 0.9805 | not refuse |
DPR is not the Granger cause of ΔlnRFIA | 4 | 46.9305 | 0.0000 | refuse |
ΔlnRFPIP is not the Granger cause of DPR | 1 | 0.1733 | 0.6772 | not refuse |
DPR is not the Granger cause of ΔlnRFPIP | 1 | 0.3410 | 0.5593 | not refuse |
ΔlnRFIAP is not the Granger cause of DPR | 4 | 0.4265 | 0.9802 | not refuse |
DPR is not the Granger cause of ΔlnRFIAP | 4 | 46.7603 | 0.0000 | refuse |
ΔluU is not the Granger cause of DPR | 3 | 1.3267 | 0.7228 | not refuse |
DPR is not the Granger cause of ΔluU | 3 | 14.1252 | 0.0027 | refuse |
ΔlnRFPI is not the Granger cause of DPPR | 1 | 0.1375 | 0.7108 | not refuse |
DPPR is not the Granger cause of ΔlnRFPI | 1 | 0.2793 | 0.5856 | not refuse |
ΔlnRFIA is not the Granger cause of DPPR | 4 | 0.4210 | 0.9807 | not refuse |
DPPR is not the Granger cause of ΔlnRFIA | 4 | 46.4839 | 0.0000 | refuse |
ΔlnRFPIP is not the Granger cause of DPPR | 1 | 0.1481 | 0.7003 | not refuse |
DPPR is not the Granger cause of ΔlnRFPIP | 1 | 0.3232 | 0.5697 | not refuse |