| QYJ Granger causes PPI | PPI Granger causes QYJ | ||||
| t | P |
| t | P | |
0.05 | 0.2249 | 4.1352 | 0.0001 | −1.9622 | −0.6573 | 0.5824 |
0.1 | 0.1881 | 4.6161 | 0.0000 | −0.7935 | −1.2385 | 0.2216 |
0.15 | 0.1767 | 4.4311 | 0.0001 | −0.2885 | −0.3440 | 0.7323 |
0.2 | 0.1828 | 4.5138 | 0.0000 | −0.3307 | −0.5299 | 0.5986 |
0.25 | 0.1907 | 4.4539 | 0.0001 | 0.3029 | 1.2956 | 0.2013 |
0.3 | 0.2057 | 4.3532 | 0.0001 | 0.2348 | 0.9187 | 0.3628 |
0.35 | 0.1699 | 3.0362 | 0.0039 | 0.1934 | 0.7248 | 0.4721 |
0.4 | 0.1846 | 3.2267 | 0.0023 | 0.0979 | 0.3156 | 0.7537 |
0.45 | 0.1724 | 2.4701 | 0.0171 | −0.0938 | −0.3038 | 0.7626 |
0.5 | 0.1611 | 1.7102 | 0.0937 | −0.1903 | −0.6387 | 0.5261 |
0.55 | 0.1510 | 1.4518 | 0.1531 | −0.1859 | −0.6264 | 0.5340 |
0.6 | 0.1417 | 1.2907 | 0.2030 | −0.2947 | −1.0296 | 0.3084 |
0.65 | 0.0933 | 0.8176 | 0.4176 | −0.3998 | −1.4074 | 0.1657 |
0.7 | 0.0901 | 0.8238 | 0.4141 | −0.3781 | −1.4056 | 0.1663 |
0.75 | 0.0635 | 0.5859 | 0.5607 | −0.2839 | −1.1547 | 0.2539 |
0.8 | 0.0768 | 0.6742 | 0.5034 | −0.4028 | −1.7983 | 0.0784 |
0.85 | 0.1049 | 0.9833 | 0.3304 | −0.3890 | −1.8788 | 0.0664 |
0.9 | 0.0122 | 0.1326 | 0.8951 | −0.3193 | −1.4766 | 0.1463 |
0.95 | 0.0135 | 0.1539 | 0.4572 | 0.0237 | 0.1387 | 0.9572 |
OLS | 0.1622 | 3.8453 | 0.0004 | −0.3914 | −1.9023 | 0.0631 |