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