Table 4.

Pairwise Granger causality tests to evaluate the causal relationship between the IBTDR and CBTDR

 Null hypothesis:ObsF-statisticProb. 
 IBTDR does not Granger cause CBTDR 43 1.511180.2140
 CBTDR does not Granger cause IBTDR 3.090830.0218*

Notes:

“*”Significant at 5% level of significance; lag length is 5

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