哪位高手帮忙看看下面的格兰杰因果检验的结果,多谢!!!
Pairwise Granger Causality Tests
Date: 02/26/12 Time: 12:05
Sample: 1999M05 2011M12
Lags: 2
Null Hypothesis: Obs F-Statistic Probability
DCPI does not Granger Cause DCGPI 149 8.22863 0.00041
DCGPI does not Granger Cause DCPI 13.2365 5.3E-06
DPPI does not Granger Cause DCGPI 149 1.40317 0.24916
DCGPI does not Granger Cause DPPI 15.1216 1.1E-06
DRMPI does not Granger Cause DCGPI 149 0.66834 0.51414
DCGPI does not Granger Cause DRMPI 23.3483 1.6E-09
DPPI does not Granger Cause DCPI 149 2.70309 0.07040
DCPI does not Granger Cause DPPI 3.33213 0.03849
DRMPI does not Granger Cause DCPI 149 3.37124 0.03708
DCPI does not Granger Cause DRMPI 4.16369 0.01746
DRMPI does not Granger Cause DPPI 149 1.40373 0.24902
DPPI does not Granger Cause DRMPI 10.5066 5.5E-05