Table 9 Granger causality test results.
Direction of causality | F-statistics | P-value | Decision |
|---|---|---|---|
LEG → LCO2 | 0.475 | 0.626 | |
LCO2 → LEG | 0.675 | 0.517 | |
LTIN → LCO2 | 4.623** | 0.0184 | TIN ↔ CO2 |
LCO2 → LTIN | 3.526** | 0.0431 | |
ICT → LCO2 | 0.765 | 0.474 | |
LCO2 → ICT | 2.526* | 0.098 | CO2 → ICT |
LTON → LCO2 | 4.150** | 0.026 | TON ↔ CO2 |
LCO2 → LTON | 6.192*** | 0.005 |