H₀: A does not

Granger cause B

lag

p

f-stat

df1

df2

D-W

Adj. R²

AIC

ACF

UNEM-BLM**

5

0.0002

1.7141

5

526

2.0096

0.3274

3883

−0.051

BLM-UNEM

H₀

FLOYD-CVCASE

H₀

CVCASE-FLOYD*

14

0.0395

1.7756

14

472

2.0018

0.4422

3154

−0.055

UNEM-FLOYD

H₀

FLOYD-UNEM

H₀

UNEM-CVCASE*

2

0.0189

3.9996

2

544

2.0262

0.1370

3757

0.012

CVCASE-UNEM**

14

0.0079

2.1752

14

472

2.0071

0.5132

3484

0.007

CVSRCH-CVCASE

10

0.0026

2.7497

10

496

2.7497

0.1945

3408

0.008

CVCASE-CVSRCH

H₀

CVSRCH-FLOYD

H₀

FLOYD-CVSRCH

H₀

CVSRCH-UNEM*

3

0.0348

2.8944

3

538

2.0065

0.1491

3621

−0.042

UNEM-CVSRCH*

10

0.0403

1.9206

10

496

2.0091

0.2226

3527

−0.125

BLM-CVCASE**

25

0.0097

1.8236

25

406

2.0010

0.2228

3196

−0.017

CVCASE-BLM

H₀

BLM-CVSRCH

H₀

CVSRCH-BLM

H₀

FLOYD-BLM**

14

<0.0001

8.8396

14

472

1.9980

0.9142

3336

0.061

BLM-FLOYD*

35

0.0121

1.6691

35

346

2.0089

0.6395

3104

−0.028