Table 9 VEC Granger causality test outcomes.
Hypothesis | Chi-sq | Prob. | Direction causality | |
|---|---|---|---|---|
1 | LnRMO_N does not cause LnGDPC | 1.5986 | 0.4497 | LnGDPC →LnRMO_N |
LnGDPC does not cause LnRMO_N | 5.1644 | 0.0756* | ||
2 | LnTR does not cause LnGDPC | 5.4622 | 0.0651* | LnTR → LnGDPC |
LnGDPC does not cause LnTR | 0.4316 | 0.8059 | ||
3 | LnLF does not cause LnGDPC | 7.9495 | 0.0188** | LnLF ↔ LnGDPC |
LnGDPC does not cause LnLF | 20.8757 | 0.0000*** | ||
4 | LnTEN does not cause LnGDPC | 0.7604 | 0.6837 | LnGDPC →LnTEN |
LnGDPC does not cause LnTEN | 5.9589 | 0.0508* | ||
5 | LnTEN does not cause LnTR | 2.3144 | 0.3144 | LnTR→ LnTEN |
LnTR does not cause LnTEN | 4.9524 | 0.0841* | ||
6 | LnLF does not cause LnTR | 7.5807 | 0.0226** | LnTR ↔LnLF |
LnTR does not cause LnLF | 5.7025 | 0.0578* | ||
7 | LnLF does not cause LnRMO_N | 5.4812 | 0.0645* | LnRMO_N ↔ LnLF |
LnRMO_N does not cause LnLF | 16.097 | 0.0003*** | ||
8 | LnLF does not cause LnRMO_P | 3.3483 | 0.1875 | LnRMO_P → LnLF |
LnRMO_P does not cause LnLF | 20.484 | 0.0000*** | ||
9 | LnLF does not cause LnGCF | 2.4570 | 0.2927 | LnGCF→ LnLF |
LnGCF does not cause LnLF | 5.6835 | 0.0583* | ||
10 | LnLF does not cause LnTEN | 4.2652 | 0.1185 | LnTEN→LnLF |
LnTEN does not cause LnLF | 9.8555 | 0.0072*** |
