Chi-squared test statistics for lag exclusion: Numbers in [] are p-values

GDP

PD

PFI

EXP

Joint

Lag 1

43.76407

[0.0000]

46.38364

[0.0000]

23.18964

[0.0001]

14.80346

[0.0051]

122.2539

[0.0000]

Lag 2

7.513688

[0.1111]

4.964028

[0.2910]

0.345319

[0.9867]

0.780436

[0.9411]

17.92995

[0.3280]

d.f

4

4

4

4

16