The null hypothesis

The F value

Probability (P value)

Conclusion

DCPI is not the granger cause of DM0

0.810061

0.6670

Accept

DCPI is not the granger cause of DM0

17.99314

0.0001

Refuse

DCPI is not the granger cause of DM0

0.029371

0.9854

Accept

DCPI is not the granger cause of DM0

40.54574

0.0000

Refuse

DCPI is not the granger cause of DM0

3.940281

0.1394

Accept

DCPI is not the granger cause of DM0

0.394868

0.0008

Refuse