Null Hypothesis (H0)

F-Statistic

p-value

Casualty runs from

Remarks

LNCD does not Granger Cause LNSX

5.35622

0.0215

LNCD to LNSX

Unidirectional

LNSX does not Granger Cause LNCD

1.19271

0.2758

No Causality

LNCP does not Granger Cause LNSX

8.19958

0.0045

LNCP to LNSX

Unidirectional

LNSX does not Granger Cause LNCP

1.15821

0.2829

No Causality

LNCR does not Granger Cause LNSX

7.94510

0.0052

LNCR to LNSX

Unidirectional

LNSX does not Granger Cause LNCR

1.99417

0.1591

No Causality

LNTBL does not Granger Cause LNSX

5.61418

0.0186

LNTBL to LNSX

Bidirectional

LNSX does not Granger Cause LNTBL

5.75489

0.0172

LNSX to LNTBL