Pairwise Granger causality tests
| Null hypothesis: | Obs | F-statistic | Prob. |
|---|---|---|---|
| LNFDI does not Granger Cause LNINDEX | 30 | 1.577 | 0.220 |
| LNINDEX does not Granger Cause LNFDI | 30 | 6.348 | 0.018*** |
| Null hypothesis: | Obs | Prob. | |
|---|---|---|---|
| LNFDI does not Granger Cause LNINDEX | 30 | 1.577 | 0.220 |
| LNINDEX does not Granger Cause LNFDI | 30 | 6.348 | 0.018*** |
Note:
*** denotes rejection of the null hypothesis at 1%
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