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