Null Hypothesis: | Obs | F-Statistic | Prob. | 结论 |
NDF3M does not Granger Cause CNYDF3M | 1302 | 75.8397 | 7.00E−32 | 拒绝 |
CNYDF3M does not Granger Cause NDF3M | 0.57844 | 0.5609 | 接受 | |
NDF3M does not Granger Cause CNYDF6M | 93.554 | 1.00E−38 | 拒绝 | |
CNYDF3M does not Granger Cause NDF6M | 0.58346 | 0.5581 | 接受 | |
NDF3M does not Granger Cause CNYDF12M | 103.698 | 2.00E−42 | 拒绝 | |
CNYDF3M does not Granger Cause NDF12M | 0.54748 | 0.5785 | 接受 |