Pairwise Granger Causality Tests
Date: 07/25/09 Time: 09:33
Sample: 2001 2020
Lags: 2
Null Hypothesis: Obs F-Statistic Probability
X does not Granger Cause Y 18 20.1567 0.00010
Y does not Granger Cause X 9.97708 0.00237
是不是F>P,拒绝原假设啊?