Toda and Yamamoto (1995) test results
| From | To | Test Statistics | Prob value | Results |
|---|---|---|---|---|
| LHP_US | LHP_UK | 2.694 | 0.033 | Causality |
| LHP_UK | LHP_US | 1.263 | 0.286 | No causality |
| LHP_NY | LHP_LON | 1.085 | 0.340 | No causality |
| LHP_LON | LHP_NY | 4.688 | 0.010 | Causality |
| From | To | Test Statistics | Prob value | Results |
|---|---|---|---|---|
| LHP_US | LHP_UK | 2.694 | 0.033 | Causality |
| LHP_UK | LHP_US | 1.263 | 0.286 | No causality |
| LHP_NY | LHP_LON | 1.085 | 0.340 | No causality |
| LHP_LON | LHP_NY | 4.688 | 0.010 | Causality |
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