Bootstrap full sample Granger causality test
| Test | Null: GDP does not Granger cause DEF | Null: DEF does not Granger cause GDP | ||
|---|---|---|---|---|
| Statistic | Prob. value | Statistic | Prob. value | |
| Bootstrap LR test statistic | 5.3648 | 0.1252 | 2.8490 | 0.2380 |
| Test | Null: GDP does not Granger cause DEF | Null: DEF does not Granger cause GDP | ||
|---|---|---|---|---|
| Statistic | Prob. value | Statistic | Prob. value | |
| Bootstrap LR test statistic | 5.3648 | 0.1252 | 2.8490 | 0.2380 |
Note(s): probability values were generated employing 10,000 bootstrap repetitions
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