原假设

F统计量

P值

结论

LNGJ does not Granger Cause LNTL

8.705959

0.0032

拒绝

LNTL does not Granger Cause LNGJ

13.87658

0.0002

拒绝

LNTR does not Granger Cause LNTL

0.763228

0.3823

接受

LNTL does not Granger Cause LNTR

9.500593

0.0021

拒绝

LNUR does not Granger Cause LNTL

11.30049

0.0008

拒绝

LNTL does not Granger Cause LNUR

2.436726

0.1185

接受

LNUR does not Granger Cause LNGJ

0.652448

0.4192

接受

LNGJ does not Granger Cause LNUR

4.166799

0.0412

拒绝

LNTR does not Granger Cause LNGJ

0.875926

0.3493

接受

LNGJ does not Granger Cause LNTR

4.520294

0.0335

拒绝

LNUR does not Granger Cause LNTR

0.004471

0.9467

接受

LNTR does not Granger Cause LNUR

1.003109

0.3166

接受