Null Hypothesis: | Obs | F-Statistic | Prob. |
ln(RFIR) does not Granger Cause ln(CCJ) | 18 | 5.3070 | 0.0206 |
ln(CCJ) does not Granger Cause ln(RFIR) | 18 | 0.8504 | 0.4496 |
ln(CDLR) does not Granger Cause ln(CCJ) | 18 | 4.4118 | 0.0344 |
ln(CCJ) does not Granger Cause ln(CDLR) | 18 | 0.2378 | 0.7916 |