Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| dlipi dlppi | 30.492 6 0.000 |
| dlipi lcu | 1.1e+07 3 0.000 |
| dlipi ALL | 1.1e+07 9 0.000 |
|--------------------------------------+---------------------------|
| dlppi dlipi | 2.6e+05 6 0.000 |
| dlppi lcu | 1.7e+07 3 0.000 |
| dlppi ALL | 2.2e+07 9 0.000 |
|--------------------------------------+---------------------------|
| lcu dlipi | 2.2e+05 6 0.000 |
| lcu dlppi | 30.518 6 0.000 |
| lcu ALL | 2.3e+05 12 0.000 |
+------------------------------------------------------------------+
格兰杰因果检验后全部拒绝原假设,后面的矩阵3个限制条件怎么找?




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