The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 10 Summary of causality tests
From: Electricity consumption and sectoral output in Uganda: an empirical investigation
No. | Null hypothesis | t test on ECT | F test | Conclusion | |
|---|---|---|---|---|---|
Short run | Long run | ||||
1. | Electricity consumption does not Granger cause GDP | 6.66 (0.016)** | 0.42 (0.794) | \( {\text{ELE}} \ne {\text{GDP}} \) | \( {\text{ELEC}} \to {\text{GDP}} \) |
2. | GDP does not Granger cause electricity consumption | Â | 1.92 (0.137) | \( {\text{GDP}} \ne {\text{ELEC}} \) | \( {\text{GDP}} \ne {\text{ELEC}} \) |
3. | Electricity consumption does not Granger cause agriculture | Â | 1.59 (0.214) | \( {\text{ELEC}} \ne {\text{AGRIC}} \) | \( {\text{ELEC}} \ne {\text{AGRIC}} \) |
4. | Agriculture does not Granger cause electricity consumption | Â | 0.07 (0.798) | \( {\text{AGRIC}} \ne {\text{ELEC}} \) | \( {\text{AGRIC}} \ne {\text{ELEC}} \) |
5. | Electricity consumption does not Granger cause industry | 5.84 (0.021)** | 0.00 (0.957) | \( {\text{ELEC}} \ne {\text{IND}} \) | \( {\text{ELEC}} \to {\text{IND}} \) |
6. | Industry does not Granger cause electricity consumption | Â | 1.15 (0.291) | \( {\text{IND}} \ne {\text{ELEC}} \) | \( {\text{IND}} \ne {\text{ELEC}} \) |
7. | Electricity consumption does not Granger cause services | 1.54 (0.224) | 0.99 (0.411) | \( {\text{ELEC}} \ne {\text{SERV}} \) | \( {\text{ELEC}} \ne {\text{SERV}} \) |
8. | Services does not Granger cause electricity consumption | Â | 7.48 (0.001)*** | \( {\text{SERV}} \to {\text{ELEC}} \) | \( {\text{SERV}} \ne {\text{ELEC}} \) |