Null Hypothesis:

Obs

F-Statistic

Prob.

lngdp does not Granger Cause lnSO₂

lnSO₂ does not Granger Causelngdp

18

4.00446

0.06333

0.0442

0.9389

lnyydoes not Granger Cause lnSO₂

lnSO₂ does not Granger Causelnyy

18

2.91091

1.75640

0.0902

0.2113

lnyydoes not Granger Cause lngdp

lngdp does not Granger Cause lnyy

18

0.91773

2.89991

0.4238

0.0909