Table 6 Granger causality test results.
Original hypothesis | F-statistic | P-value | Conclusion | |
|---|---|---|---|---|
Urban does not Granger Cause pollute | 1.77316 | 0.3102 | Accept | Urban does not Granger Cause pollute |
Pollute does not Granger Cause urban | 3.75113 | 0.1527 | Accept | Pollute does not Granger Cause urban |
Control does not Granger Cause pollute | 0.15944 | 0.8594 | Accept | Control does not Granger Cause pollute |
Pollute does not Granger Cause control | 1.62808 | 0.3321 | Accept | Pollute does not Granger Cause control |
Δurban does not Granger Cause Δpollute | 0.49894 | 0.5065 | Accept | Δurban does not Granger Cause Δpollute |
Δpollute does not Granger Cause Δurban | 3.25179 | 0.1214 | Accept | Δpollute does not Granger Cause Δurban |
Δcontrol does not Granger Cause Δpollute | 0.27135 | 0.6211 | Accept | Δcontrol does not Granger Cause Δpollute |
Δpollute does not Granger Cause Δcontrol | 1.37975 | 0.2846 | Accept | Δpollute does not Granger Cause Δcontrol |
