Granger causality tests between the growth rate of pig and pork prices
Explanatory variable dependent variable
638.37*** (0.000)
4.16** (0.038)
Explanatory variable dependent variable
638.37*** (0.000)
4.16** (0.038)
Notes: According to the report of AIC, we choose one lags in the VAR model. H0 indicates that there is no causality between the variables. “***”Denotes statistical level at 1 percent