Pairwise Granger Causality Tests | |||
Date: 03/29/14 Time: 18:52 | |||
Sample: 1 199 |
| ||
Lags: 4 |
|
| |
|
|
|
|
|
|
|
|
Null Hypothesis: | Obs | F-Statistic | Prob. |
|
|
|
|
|
|
|
|
LNSHIBOR does not Granger Cause LNSYL | 195 | 6.42137 | 7.E-05 |
LNSYL does not Granger Cause LNSHIBOR | 1.87450 | 0.1167 | |
|
|
|
|
|
|
|
|