The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 6 Pairwise Granger causality tests
Null hypothesis | Obs | F-statistic | Prob. |
|---|---|---|---|
LCPI does not granger cause LBD | 35 | 1.34579 | 0.27791 |
LBD does not granger cause LCPI | 2.91332 | 0.04813 | |
LM2 does not granger cause LBD | 35 | 1.66279 | 0.20911 |
LBD does not granger cause LM2 | 0.19423 | 0.82427 | |
LM2 does not granger cause LCPI | 35 | 2.36074 | 0.07006 |
LCPI does not granger cause LM2 | 1.12769 | 0.33911 |