The original hypothesis of the test

The lag length

“F” Test statistic

The probability value of “F” test statistic

Judgments of the original hypothesis

$X\nrightarrow Y$

2

8.14301

0.0080

Reject original hypothesis

$Y\nrightarrow X$

2

3.77267

0.0601

Do not reject original hypothesis

$X\nrightarrow Y$

3

7.05053

0.0160

Reject original hypothesis

$Y\nrightarrow X$

3

2.57639

0.1365

Do not reject original hypothesis

$X\nrightarrow Y$

4

3.39519

0.1317

Do not reject on 5% level

$Y\nrightarrow X$

4

2.27920

0.2223

Do not reject original hypothesis