Pairwise Granger Causality Tests

Date: 08/02/20 Time: 20:29

Sample: 1992 2017

Lags: 5

Null Hypothesis:

Obs

F-Statistic

Prob.

GG does not Granger Cause CA

21

3.00756

0.0651

CA does not Granger Cause GG

2.16600

0.1397

GP does not Granger Cause CA

21

2.90829

0.0709

CA does not Granger Cause GP

1.49426

0.2749

NI does not Granger Cause CA

21

1.95833

0.0711

CA does not Granger Cause NI

21.9051

4.E-05

GP does not Granger Cause GG

21

3.03548

0.0636

GG does not Granger Cause GP

1.87686

0.1856

NI does not Granger Cause GG

21

1.51732

0.2684

GG does not Granger Cause NI

1.71699

0.2182

NI does not Granger Cause GP

21

1.81892

0.1967

GP does not Granger Cause NI

7.30382

0.0040