Null Hypothesis:

F-Statistic

Prob.

DLNX1 does not Granger Cause DLNY

2.59845

0.1168

DLNY does not Granger Cause DLNX1

0.00062

0.9802

DX2 does not Granger Cause DLNY

7.08694

0.0120

DLNY does not Granger Cause DX2

0.01047

0.9191

DX3 does not Granger Cause DLNY

2.25934

0.1426

DLNY does not Granger Cause DX3

0.32555

0.5723

DLNX4 does not Granger Cause DLNY

0.01409

0.9063

DLNY does not Granger Cause DLNX4

1.31560

0.2599

DX5 does not Granger Cause DLNY

7.33907

0.0107

DLNY does not Granger Cause DX5

0.00289

0.9574

DX6 does not Granger Cause DLNY

0.07985

0.7793

DLNY does not Granger Cause DX6

0.00236

0.9616