VEC Granger Causality/Block Exogeneity Wald Tests Date: 06/25/15 Time: 22:56 Sample: 6/16/2004 6/19/2015 Included observations: 2770 Dependent variable: D(TY30, 2) | |||
Excluded | Chi-sq | df | Prob. |
D(JLL, 2) | 54.58057 | 1 | 0.0000 |
D(COLLIERS, 2) | 16.41853 | 1 | 0.0001 |
D(CBRE, 2) | 0.361264 | 1 | 0.5478 |
All | 75.18038 | 3 | 0.0000 |
Dependent variable: D(JLL, 2) |
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Excluded | Chi-sq | df | Prob. |
D (TY30, 2) | 223.7451 | 1 | 0.0000 |
D (COLLIERS ,2) | 47.38254 | 1 | 0.0000 |
D (CBRE, 2) | 2.852437 | 1 | 0.0912 |
All | 267.4418 | 3 | 0.0000 |
Dependent variable: D(COLLIERS, 2) |
| ||
Excluded | Chi-sq | df | Prob. |
D(TY30, 2) | 0.907468 | 1 | 0.3408 |
D(JLL, 2) | 0.396789 | 1 | 0.5288 |
D(CBRE, 2) | 2.771755 | 1 | 0.0959 |
All | 4.274407 | 3 | 0.2333 |
Dependent variable: D(CBRE, 2) |
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Excluded | Chi-sq | df | Prob. |
D(TY30, 2) | 122.3983 | 1 | 0.0000 |
D(JLL, 2) | 123.6427 | 1 | 0.0000 |
D(COLLIERS, 2) | 37.50118 | 1 | 0.0000 |
All | 211.8080 | 3 | 0.0000 |