H0

East

Centre

East

The former sequence is not the Granger cause of the latter

lag = 5

lag = 4

lag = 4

Statistic

Statistic

Statistic

lnGDP-lnQ

2660.5 (0.0000)

275.13 (0.0000)

23.851 (0.0000)

LnQ-lnGDP

4174.2 (0.0000)

400.96 (0.0000)

88.653 (0.0000)

Conclusion

Reject

Reject

Reject