| VAR Granger Causality/Block Exogeneity Wald Tests | |||
| Date: 08/19/17 Time: 23:01 |
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| Sample: 2014M07 2017M07 |
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| Included observations: 34 |
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| Dependent variable: DLNEX |
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| Excluded | Chi-sq | df | Prob. |
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| DLNFD | 2.929346 | 2 | 0.2312 |
| DLNFR | 6.007016 | 2 | 0.0496 |
| DLNIM | 7.281926 | 2 | 0.0262 |
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| All | 17.05615 | 6 | 0.0091 |
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| Dependent variable: DLNFD |
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| Excluded | Chi-sq | df | Prob. |
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| DLNEX | 0.812821 | 2 | 0.6660 |
| DLNFR | 18.53852 | 2 | 0.0001 |
| DLNIM | 12.75082 | 2 | 0.0017 |
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| All | 35.62646 | 6 | 0.0000 |
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| Dependent variable: DLNFR |
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| Excluded | Chi-sq | df | Prob. |
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| DLNEX | 0.354411 | 2 | 0.8376 |
| DLNFD | 1.302656 | 2 | 0.5214 |
| DLNIM | 0.286239 | 2 | 0.8667 |
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| All | 3.121868 | 6 | 0.7934 |
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| Dependent variable: DLNIM |
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| Excluded | Chi-sq | df | Prob. |
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| DLNEX | 0.070538 | 2 | 0.9653 |
| DLNFD | 1.696059 | 2 | 0.4283 |
| DLNFR | 5.471295 | 2 | 0.0649 |
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| All | 7.742442 | 6 | 0.2576 |
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