Null Hypothesis

Lags

F-Statistic

Pro

F临界值(a = 0.10)

DDln(X) does not Granger

Cause DDln(Y)

1

3.055047

0.0922

2.92

DDln(Y) does not Granger

Cause DDln(X)

1

0.55014

0.4772

2.92