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