Result of VEC Granger causality/block exogeneity wald test
| Dependent variables | Independent variables | Chi-square value | Probability value | Implication |
|---|---|---|---|---|
| BSE_Energy | Oil price | 8.651258 | 0.0132 | Causality exists |
| Oil price | BSE_Energy | 5.325092 | 0.0698 | No causality |
| Dependent variables | Independent variables | Chi-square value | Probability value | Implication |
|---|---|---|---|---|
| 8.651258 | 0.0132 | Causality exists | ||
| 5.325092 | 0.0698 | No causality |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.