Null Hypothesis | Chi-sq | Prob. |
BUY does not Granger Cause INDEX | 17.00403 | 0.0093 |
SELL does not Granger Cause INDEX | 17.05751 | 0.0091 |
INDEX does not Granger Cause BUY | 6.811434 | 0.3386 |
SELL does not Granger Cause BUY | 19.69998 | 0.0031 |
INDEX does not Granger Cause SELL | 6.548816 | 0.3646 |
BUY does not Granger Cause SELL | 2.265178 | 0.8938 |