Causality result
| Null hypothesis | F-statistic | Prob. | Direction of causality |
|---|---|---|---|
| BTA does not Granger Cause NII | 0.11480 | 0.8917 | Independence |
| NII does not Granger Cause BTA | 0.47454 | 0.6237 | |
| COR_DD does not Granger Cause NII | 0.92167 | 0.4015 | Independence |
| NII does not Granger Cause COR_DD | 0.43293 | 0.6499 | |
| COR_SD does not Granger Cause NII | 0.73515 | 0.4822 | Independence |
| NII does not Granger Cause COR_SD | 0.23273 | 0.7928 | |
| COR_TD does not Granger Cause NII | 8.76588 | 0.0003 | Bi-directional |
| NII does not Granger Cause COR_FD | 14.5621 | 3.E-06 | |
| BTLA does not Granger Cause NII | 4.56092 | 0.0129 | Bi-directional |
| NII does not Granger Cause BTLA | 4.73283 | 0.0110 | |
| TFA does not Granger Cause NII | 0.78794 | 0.4578 | Independence |
| NII does not Granger Cause TFA | 0.33225 | 0.7182 | |
| COR_DD does not Granger Cause BTA | 0.08198 | 0.9214 | Independence |
| BTA does not Granger Cause COR_DD | 0.19785 | 0.8208 | |
| COR_SD does not Granger Cause BTA | 0.08431 | 0.9192 | Independence |
| BTA does not Granger Cause COR_SD | 0.08971 | 0.9143 | |
| COR_TD does not Granger Cause BTA | 0.20397 | 0.8159 | Independence |
| BTA does not Granger Cause COR_FD | 0.97076 | 0.3826 | |
| BTLA does not Granger Cause BTA | 0.31797 | 0.7284 | Independence |
| BTA does not Granger Cause BTLA | 0.12775 | 0.8802 | |
| TFA does not Granger Cause BTA | 0.05742 | 0.9442 | Independence |
| BTA does not Granger Cause TFA | 0.29634 | 0.7442 | |
| COR_SD does not Granger Cause COR_DD | 2.94406 | 0.0576 | Bi-directional |
| COR_DD does not Granger Cause COR_SD | 13.3838 | 8.E-06 | |
| COR_FD does not Granger Cause COR_DD | 1.03605 | 0.3589 | Independence |
| COR_DD does not Granger Cause COR_FD | 0.76754 | 0.4671 | |
| BTLA does not Granger Cause COR_DD | 0.42564 | 0.6546 | Independence |
| COR_DD does not Granger Cause BTLA | 0.71898 | 0.4899 | |
| TFA does not Granger Cause COR_DD | 1.19021 | 0.3087 | Independence |
| COR_DD does not Granger Cause TFA | 0.70547 | 0.4965 | |
| COR_FD does not Granger Cause COR_SD | 0.53850 | 0.5854 | Independence |
| COR_SD does not Granger Cause COR_FD | 0.58961 | 0.5566 | |
| BTLA does not Granger Cause COR_SD | 0.21984 | 0.8031 | Independence |
| COR_SD does not Granger Cause BTLA | 0.58714 | 0.5580 | |
| TFA does not Granger Cause COR_SD | 0.22539 | 0.7986 | Independence |
| COR_SD does not Granger Cause TFA | 0.34503 | 0.7091 | |
| BTLA does not Granger Cause COR_FD | 7.79890 | 0.0007 | Bi-directional |
| COR_FD does not Granger Cause BTLA | 4.79623 | 0.0104 | |
| TFA does not Granger Cause COR_FD | 0.99627 | 0.3732 | Independence |
| COR_FD does not Granger Cause TFA | 0.92556 | 0.3999 | |
| TFA does not Granger Cause BTLA | 0.74415 | 0.4779 | Independence |
| BTLA does not Granger Cause TFA | 0.31360 | 0.7316 |
| Null hypothesis | Prob. | Direction of causality | |
|---|---|---|---|
| BTA does not Granger Cause NII | 0.11480 | 0.8917 | Independence |
| NII does not Granger Cause BTA | 0.47454 | 0.6237 | |
| COR_DD does not Granger Cause NII | 0.92167 | 0.4015 | Independence |
| NII does not Granger Cause COR_DD | 0.43293 | 0.6499 | |
| COR_SD does not Granger Cause NII | 0.73515 | 0.4822 | Independence |
| NII does not Granger Cause COR_SD | 0.23273 | 0.7928 | |
| COR_TD does not Granger Cause NII | 8.76588 | 0.0003 | Bi-directional |
| NII does not Granger Cause COR_FD | 14.5621 | 3.E-06 | |
| BTLA does not Granger Cause NII | 4.56092 | 0.0129 | Bi-directional |
| NII does not Granger Cause BTLA | 4.73283 | 0.0110 | |
| TFA does not Granger Cause NII | 0.78794 | 0.4578 | Independence |
| NII does not Granger Cause TFA | 0.33225 | 0.7182 | |
| COR_DD does not Granger Cause BTA | 0.08198 | 0.9214 | Independence |
| BTA does not Granger Cause COR_DD | 0.19785 | 0.8208 | |
| COR_SD does not Granger Cause BTA | 0.08431 | 0.9192 | Independence |
| BTA does not Granger Cause COR_SD | 0.08971 | 0.9143 | |
| COR_TD does not Granger Cause BTA | 0.20397 | 0.8159 | Independence |
| BTA does not Granger Cause COR_FD | 0.97076 | 0.3826 | |
| BTLA does not Granger Cause BTA | 0.31797 | 0.7284 | Independence |
| BTA does not Granger Cause BTLA | 0.12775 | 0.8802 | |
| TFA does not Granger Cause BTA | 0.05742 | 0.9442 | Independence |
| BTA does not Granger Cause TFA | 0.29634 | 0.7442 | |
| COR_SD does not Granger Cause COR_DD | 2.94406 | 0.0576 | Bi-directional |
| COR_DD does not Granger Cause COR_SD | 13.3838 | 8.E-06 | |
| COR_FD does not Granger Cause COR_DD | 1.03605 | 0.3589 | Independence |
| COR_DD does not Granger Cause COR_FD | 0.76754 | 0.4671 | |
| BTLA does not Granger Cause COR_DD | 0.42564 | 0.6546 | Independence |
| COR_DD does not Granger Cause BTLA | 0.71898 | 0.4899 | |
| TFA does not Granger Cause COR_DD | 1.19021 | 0.3087 | Independence |
| COR_DD does not Granger Cause TFA | 0.70547 | 0.4965 | |
| COR_FD does not Granger Cause COR_SD | 0.53850 | 0.5854 | Independence |
| COR_SD does not Granger Cause COR_FD | 0.58961 | 0.5566 | |
| BTLA does not Granger Cause COR_SD | 0.21984 | 0.8031 | Independence |
| COR_SD does not Granger Cause BTLA | 0.58714 | 0.5580 | |
| TFA does not Granger Cause COR_SD | 0.22539 | 0.7986 | Independence |
| COR_SD does not Granger Cause TFA | 0.34503 | 0.7091 | |
| BTLA does not Granger Cause COR_FD | 7.79890 | 0.0007 | Bi-directional |
| COR_FD does not Granger Cause BTLA | 4.79623 | 0.0104 | |
| TFA does not Granger Cause COR_FD | 0.99627 | 0.3732 | Independence |
| COR_FD does not Granger Cause TFA | 0.92556 | 0.3999 | |
| TFA does not Granger Cause BTLA | 0.74415 | 0.4779 | Independence |
| BTLA does not Granger Cause TFA | 0.31360 | 0.7316 |
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