VAR Granger Causality/Block Exogeneity Wald Tests
Date: 03/11/11 Time: 10:04
Sample: 1999M01 2010M12
Included observations: 134
Dependent variable: DLOGY
Excluded Chi-sq df Prob.
LOGX1 1.724259 2 0.4223
All 1.724259 2 0.4223
Dependent variable: LOGX1
Excluded Chi-sq df Prob.
DLOGY 6.447671 2 0.0398
All 6.447671 2 0.0398
我不太明白这能得出什么结论,主要是df是什么意思,还有下面的那个概论都低于0.05,但是要拒绝什么原假设,我不知道这里的原假设是什么...
大家知道的就给个答复吧,谢谢!