Null Hypothesis: | Obs | F-Statistic | Prob. | 结论 |
HC does not Granger Cause FW | 1178 | 3.11661 | 0.0049 | 拒绝 |
FW does not Granger Cause HC | 3.00857 | 0.0064 | 拒绝 | |
LC does not Granger Cause FW | 0.85655 | 0.5264 | 接受 | |
FW does not Granger Cause LC | 5.46839 | 0.00001 | 拒绝 | |
LC does not Granger Cause HC | 4.80059 | 8.00E−05 | 拒绝 | |
HC does not Granger Cause LC | 17.5976 | 1.00E−19 | 拒绝 |