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 |