原假设

F统计值

p值

滞后阶数

(a)

lnRDP does not Granger Cause lnECI

1.88735

0.1803

2

lnECI does not Granger Cause lnRDP

2.17196

0.1429

2

(b)

lnRDF does not Granger Cause lnECI

4.25908

0.0306

2

lnECI does not Granger Cause lnRDF

3.53163

0.0508

2

(c)

lnTIF does not Granger Cause lnECI

5.93246

0.0105

2

lnECI does not Granger Cause lnTIF

0.09235

0.9122

2

(d)

lnNPE does not Granger Cause lnECI

2.65617

0.0861

3

lnECI does not Granger Cause lnNPE

0.59371

0.6287

3

(e)

lnSC does not Granger Cause lnECI

3.88799

0.0395

2

lnECI does not Granger Cause lnSC

0.00092

0.9991

2

(f)

lnFDI does not Granger Cause lnECI

0.43761

0.6523

2

lnECI does not Granger Cause lnFDI

0.73748

0.4922

2