Null hypothesis

Lag

observations

Chi-sq

p value

relationship

Y is not Granger causal cause of DlnX₁

4

34

3.6390

0.4571

No

DlnX₁ is not Granger causal cause of Y

4

34

2.7835

0.5947

No

Y is not Granger causal cause of lnX₂

4

34

9.2329

0.0555

Yes

lnX₂ is not Granger causal cause of Y

4

34

8.5515

0.0733

Yes

Y is not Granger causal cause of lnX₃

4

34

3.2847

0.5114

No

lnX₃ is not Granger causal cause of Y

4

34

8.2279

0.0836

Yes

Y is not Granger causal cause of DlnX₄

4

34

19.0466

0.0008

Yes

DlnX₄ is not Granger causal cause of Y

4

34

5.9215

0.2051

No