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