lag1 | Null Hypothesis: | F-Statistic | Prob. | 检验结果 |
C1 does not Granger Cause Y | 7.93672 | 0.0137 | 拒绝 | |
Y does not Granger Cause C1 | 0.06969 | 0.7956 | 不拒绝 | |
C2 does not Granger Cause Y | 23.9282 | 0.0002 | 拒绝 | |
Y does not Granger Cause C2 | 3.17647 | 0.0964 | 拒绝 | |
C3 does not Granger Cause Y | 24.2607 | 0.0002 | 拒绝 | |
Y does not Granger Cause C3 | 3.44115 | 0.0848 | 拒绝 | |
lag2 | C1 does not Granger Cause Y | 2.49577 | 0.1277 | 拒绝 |
Y does not Granger Cause C1 | 0.27746 | 0.7629 | 不拒绝 | |
C2 does not Granger Cause Y | 7.75532 | 0.0079 | 拒绝 | |
Y does not Granger Cause C2 | 3.00659 | 0.0909 | 拒绝 | |
C3 does not Granger Cause Y | 13.2611 | 0.0012 | 拒绝 | |
Y does not Granger Cause C3 | 3.7885 | 0.056 | 拒绝 | |
lag3 | C1 does not Granger Cause Y | 1.34258 | 0.3274 | 拒绝 |
Y does not Granger Cause C1 | 0.8112 | 0.5225 | 拒绝 | |
C2 does not Granger Cause Y | 8.03378 | 0.0085 | 拒绝 | |
Y does not Granger Cause C2 | 0.798 | 0.5288 | 拒绝 | |
C3 does not Granger Cause Y | 8.51001 | 0.0072 | 拒绝 | |
Y does not Granger Cause C3 | 0.86063 | 0.4997 | 拒绝 | |
lag4 | C1 does not Granger Cause Y | 0.43103 | 0.7824 | 不拒绝 |
Y does not Granger Cause C1 | 0.45872 | 0.7649 | 不拒绝 | |
C2 does not Granger Cause Y | 6.58022 | 0.0316 | 拒绝 | |
Y does not Granger Cause C2 | 0.32897 | 0.8481 | 不拒绝 | |
C3 does not Granger Cause Y | 18.3389 | 0.0034 | 拒绝 | |
Y does not Granger Cause C3 | 1.26975 | 0.3917 | 拒绝 |