NullHypothesis:

Obs

F-Statistic

Prob.

结论

LNX1doesnotGrangerCauseLNY

68

3.0203

0.0559

拒绝

LNYdoesnotGrangerCauseLNX1

3.46238

0.0374

拒绝

LNX2doesnotGrangerCauseLNY

70

2.75413

0.0711

拒绝

LNYdoesnotGrangerCauseLNX2

1.28294

0.2841

接受

LNX3doesnotGrangerCauseLNY

70

0.1421

0.8678

接受

LNYdoesnotGrangerCauseLNX3

7.06656

0.0017

拒绝

LNX2doesnotGrangerCauseLNX1

68

2.98091

0.0579

拒绝

LNX1doesnotGrangerCauseLNX2

3.87036

0.026

拒绝

LNX3doesnotGrangerCauseLNX1

68

1.77682

0.1775

接受

LNX1doesnotGrangerCauseLNX3

1.58227

0.2136

接受

LNX3doesnotGrangerCauseLNX2

70

7.18466

0.0015

拒绝

LNX2doesnotGrangerCauseLNX3

3.21646

0.0466

拒绝