虚拟假设

Lag = 1

Lag = 2

Obs

F统计量

P值

Obs

F统计量

P值

LNLP does not Granger Cause LNFM

22

15.8713

0.0008

21

4.06561

0.0374

LNFM does not Granger Cause LNLP

32.0958

0.00002

10.0094

0.0015

LNLP does not Granger Cause LNPDR

22

4.11577

0.0567

21

9.97246

0.0015

LNPDR does not Granger Cause LNLP

24.1613

0.0001

0.18957

0.8291

DLNLP does not Granger Cause DLNFS

21

0.39802

0.536

20

1.51072

0.2525

DLNFS does not Granger Cause DLNLP

0.10614

0.7483

0.29285

0.7503

DLNLP does not Granger Cause DLNPDI

21

4.24393

0.0541

20

3.95409

0.0418

DLNPDI does not Granger Cause DLNLP

0.10608

0.7484

11.3565

0.001

DLNLP does not Granger Cause DLNES

21

1.99295

0.1751

20

0.71555

0.5049

DLNES does not Granger Cause DLNLP

0.46186

0.5054

3.2943

0.0652

DLNLP does not Granger Cause DLNNAR

21

15.1605

0.0011

20

7.24253

0.0063

DLNNAR does not Granger Cause DLNLP

0.00524

0.9431

0.23107

0.7965