Sample | Lag | Null Hypothesis | Obs | F-Statistic | Prob. |
Correction | VAR(5) | MP does not Granger Cause VOL | 1039 | 2.14167 | 0.0584 |
VOL does not Granger Cause MP |
| 1.73672 | 0.1234 | ||
SS does not Granger Cause VOL | 1039 | 1.95723 | 0.0825 | ||
VOL does not Granger Cause SS |
| 0.20339 | 0.9611 | ||
Boom | VAR(5) | MP does not Granger Cause VOL | 215 | 1.28445 | 0.2719 |
VOL does not Granger Cause MP |
| 2.51559 | 0.031 | ||
SS does not Granger Cause VOL | 215 | 1.34879 | 0.2453 | ||
VOL does not Granger Cause SS |
| 0.77253 | 0.5705 | ||
Depression | VAR(3) | MP does not Granger Cause VOL | 77 | 6.45807 | 0.0006 |
VOL does not Granger Cause MP |
| 4.88383 | 0.0039 | ||
SS does not Granger Cause VOL | 77 | 1.84705 | 0.1466 | ||
VOL does not Granger Cause SS |
| 4.99726 | 0.0034 |