Null hypothesis

F-statistic

Prob.

LGT is not the Granger cause of LGDP

1.09769

0.3707

LGDP is not the Granger cause of LGT

2.08799

0.1747

LPT is not the Granger cause of LGDP

4.13097

0.0492**

LGDP is not the Granger cause of LPT

10.0997

0.0040**

LJY is not the Granger cause of LGDP

1.23934

0.3305

LGDP is not the Granger cause of LJY

4.58143

0.0387**

LPT is not the Granger cause of LGT

1.12686

0.3620

LGT is not the Granger cause of LPT

3.38258

0.0755*

LJY is not the Granger cause of LGT

1.34699

0.3034

LGT is not the Granger cause of LJY

3.32160

0.0783*

LJY is not the Granger cause of LPT

2.72947

0.1133

LPT is not the Granger cause of LJY

3.80004

0.0592*