Lag Null Hypothesis: | Obs | F-Statistic | Prob. |
| 1 UNRATE does not Granger Cause DLNWAGE | 198 | 8.68407 | 0.0036 |
| DLNWAGE does not Granger Cause UNRATE | 7.60424 | 0.0064 | |
| 2 UNRATE does not Granger Cause DLNWAGE | 197 | 4.95507 | 0.0080 |
| DLNWAGE does not Granger Cause UNRATE | 5.04922 | 0.0073 | |
| 3 UNRATE does not Granger Cause DLNWAGE | 196 | 3.38164 | 0.0194 |
| DLNWAGE does not Granger Cause UNRATE | 3.74985 | 0.0120 | |
| 4 UNRATE does not Granger Cause DLNWAGE | 195 | 1.78168 | 0.1343 |
| DLNWAGE does not Granger Cause UNRATE | 3.43783 | 0.0097 | |
| 5 UNRATE does not Granger Cause DLNWAGE 194 | 2.21801 | 0.0543 | |
| DLNWAGE does not Granger Cause UNRATE | 2.69829 | 0.0223 | |


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