Table 9 Summary of Granger Causality results.
Causal Relationship | Lag Order | F-Statistic | p-Value | Causality |
|---|---|---|---|---|
\(\:dIVG\to\:dCEs\) | 1 | 3.3399 | \(\:<\)0.1* | No |
\(\:dTNRMV\to\:dCEs\) | 1 | 1.651 | 0.204 | Yes |
\(\:dPGR\to\:dCEs\) | 2 | 1.0717 | 0.3516 | Yes |
\(\:dEPGS\to\:dCEs\) | 1 | 0.1208 | 0.7298 | Yes |
\(\:dEPOS\to\:dCEs\) | 2 | 0.6645 | 0.5198 | Yes |
\(\:dFC\to\:dCEs\) | 1 | 0.3264 | 0.5706 | Yes |
\(\:dAGV\to\:dCEs\) | 2 | 3.125 | \(\:<\)0.05** | No |