Null Hypothesis:

Obs

F-Statistic

Prob.

LNIT does not Granger Cause LNAGDP

18

1.97722

0.1779

LNAGDP does not Granger Cause LNIT

8.69296

0.0040

LNINWATER does not Granger Cause LNAGDP

18

2.51209

0.1196

LNAGDP does not Granger Cause LNINWATER

3.56727

0.0582

LNSO2 does not Granger Cause LNAGDP

18

0.90845

0.4273

LNAGDP does not Granger Cause LNSO2

2.68037

0.0040

LNINWATER does not Granger Cause LNIT

18

4.56971

0.0314

LNIT does not Granger Cause LNINWATER

1.32447

0.2996

LNSO2 does not Granger Cause LNIT

18

3.14999

0.0767

LNIT does not Granger Cause LNSO2

2.12615

0.1589

LNSO2 does not Granger Cause LNINWATER

18

0.27004

0.7675

LNINWATER does not Granger Cause LNSO2

0.41179

0.6708