Granger-causality tests
| F-statistic | Probability | |
|---|---|---|
| A) Null hypothesis: LFK does not Granger-cause LY | ||
| Test on ECM | 6.692 | 0.014 |
| Test on lags of ΔLFK | 0.812 | 0.373 |
| B) Null hypothesis: LY does not Granger-cause LFK | ||
| Test on ECM | 0.953 | 0.335 |
| Test on lags of ΔLY | 0.386 | 0.538 |
| Probability | ||
|---|---|---|
| Test on | 6.692 | 0.014 |
| Test on lags of Δ | 0.812 | 0.373 |
| Test on | 0.953 | 0.335 |
| Test on lags of Δ | 0.386 | 0.538 |
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