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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Journal of Economic Structures Cover Image

Table 13 Granger Causality Test results

From: The impact of stock market manipulation on Nigeria’s economic performance

Null hypothesis: Obs. F-statistic Prob.
DLGCAPR does not Granger Cause DLGGDP 53 1.11885 0.3688
DLGGDP does not Granger Cause DLGCAPR   0.81512 0.5646
DLGVTR does not Granger Cause DLGGDP 53 0.11222 0.9945
DLGGDP does not Granger Cause DLGVTR   1.18379 0.3344
DLGASI does not Granger Cause DLGGDP 53 2.69881 0.0270
DLGGDP does not Granger Cause DLGASI   1.35628 0.2557
DLGTOR does not Granger Cause DLGGDP 53 2.97993 0.0168
DLGGDP does not Granger Cause DLGTOR   1.00938 0.4329
DLGDRR does not Granger Cause DLGGDP 53 2.89442 0.0194
DLGGDP does not Granger Cause DLGDRR   1.08696 0.3867
  1. Source: Author’s E-view 9.5 Compilation
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