Pairwise Granger Causality Tests | |||
Date: 28/02/22 Time: 13:57 | |||
Sample: 1990 2021 |
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Lags: 2 |
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Null Hypothesis: | Obs | F-Statistic | Prob. |
GDP/Capita does not Granger Cause Infl | 32 | 0.09021 | 0.9138 |
Infl does not Granger Cause GDP/Capita | 0.71253 | 0.0425 | |
GDP/Capita does not Granger Cause gfcf | 32 | 0.03267 | 0.9679 |
gfcf does not Granger Cause GDP/Capita | 0.20492 | 0.8150 | |
GDP/Capita does not Granger Cause Govt | 32 | 0.37524 | 0.8995 |
Govt does not Granger Cause GDP/Capita | 0.00624 | 0.9938 | |
GDP/Capita does not Granger Cause Exc.r | 32 | 0.02997 | 0.9705 |
Exc.r does not Granger Cause GDP/Capita | 0.00045 | 0.0019 | |
GDP/Capita does not Granger Cause Trade | 32 | 0.37516 | 0.6880 |
Trade does not Granger Cause GDP/Capita | 0.02505 | 0.0973 | |
GDP/Capita does not Granger Cause Ms | 32 | 0.00557 | 0.9944 |
Ms does not Granger Cause GDP/Capita | 0.00226 | 0.9977 | |
Infl does not Granger Cause gfcf | 32 | 0.51873 | 0.5349 |
gfcf does not Granger Cause Infl | 0.03218 | 0.2458 | |
Infl does not Granger Cause Govt | 32 | 0.03201 | 0.1485 |
Govt does not Granger Cause Infl | 0.01285 | 0.9995 | |
Infl does not Granger Cause Exc.r | 32 | 0.37516 | 0.6880 |
Exc.r does not Granger Cause Infl | 0.02505 | 0.9753 | |
Infl does not Granger Cause Exc.r | 32 | 0.07524 | 0.1257 |
Exc.r does not Granger Cause Infl | 0.00205 | 0.7412 | |
Infl does not Granger Cause Trade | 32 | 0.04102 | 0.9938 |
Trade does not Granger Cause Infl | 0.02038 | 0.7705 | |
Infl does not Granger Cause Ms | 32 | 0.34106 | 0.9995 |
Ms does not Granger Cause Infl | 0.04879 | 0.1280 | |
gfcf does not Granger Cause Govt | 32 | 0.00126 | 0.8752 |
Govt does not Granger Cause gfcf | 0.03685 | 0.6521 | |
gfcf does not Granger Cause Exc.r | 32 | 0.03527 | 0.7125 |
Exc.r does not Granger Cause gfcf | 0.05011 | 0.8541 | |
gfcf does not Granger Cause Trade | 32 | 0.63250 | 0.2413 |
Trade does not Granger Cause gfcf | 0.10232 | 0.3541 | |
gfcf does not Granger Cause Ms | 32 | 0.63251 | 0.7432 |
Ms does not Granger Cause gfcf | 0.03210 | 0.3258 | |
Govt does not Granger Cause Exc.r | 32 | 0.00350 | 0.4123 |
Exc.r does not Granger Cause Govt | 0.02320 | 0.3896 | |
Govt does not Granger Cause Trade | 32 | 0.03205 | 0.7474 |
Trade does not Granger Cause Govt | 0.03652 | 0.3592 | |
Govt does not Granger Cause Ms | 32 | 0.06320 | 0.2987 |
Ms does not Granger Cause Govt | 0.69832 | 0.1875 | |
Exc.r does not Granger Trade | 32 | 0.41035 | 0.7410 |
Trade does not Granger Cause Exc.r | 0.06320 | 0.5369 | |
Exc.r does not Granger Ms | 32 | 0.02045 | 0.7459 |
Ms does not Granger Cause Exc.r | 0.03210 | 0.2589 | |
Trade does not Granger Ms | 32 | 0.00158 | 0.6523 |
Ms does not Granger Cause Trade | 0.15892 | 0.1963 |