Null Hypothesis: | Obs. | F-Statistic | Prob. |
LNBANX does not Granger cause LNRGDP | 86 | 8.55859 | 0.0004*** |
LNRGDP does not Granger cause LNBANX | 1.78060 | 0.1751 | |
LNCOCX does not Granger cause LNRGDP | 86 | 6.37959 | 0.0027*** |
LNRGDP does not Granger cause LNCOCX | 4.67401 | 0.0120** | |
LNPINX does not Granger cause LNRGDP | 86 | 1.38992 | 0.2550 |
LNRGDP does not Granger cause LNPINX | 1.32449 | 0.2716 |