| lag1 |
Null
Hypothesis: | F-Statistic | Prob.
| 检验结果 |
C1
does
not
Granger
Cause
Y | 7.93672 | 0.0137 | 拒绝 |
Y
does
not
Granger
Cause
C1 | 0.06969 | 0.7956 | 不拒绝 |
C2
does
not
Granger
Cause
Y | 23.9282 | 0.0002 | 拒绝 |
Y
does
not
Granger
Cause
C2 | 3.17647 | 0.0964 | 拒绝 |
C3
does
not
Granger
Cause
Y | 24.2607 | 0.0002 | 拒绝 |
Y
does
not
Granger
Cause
C3 | 3.44115 | 0.0848 | 拒绝 |
| lag2 |
C1
does
not
Granger
Cause
Y | 2.49577 | 0.1277 | 拒绝 |
Y
does
not
Granger
Cause
C1 | 0.27746 | 0.7629 | 不拒绝 |
C2
does
not
Granger
Cause
Y | 7.75532 | 0.0079 | 拒绝 |
Y
does
not
Granger
Cause
C2 | 3.00659 | 0.0909 | 拒绝 |
C3
does
not
Granger
Cause
Y | 13.2611 | 0.0012 | 拒绝 |
Y
does
not
Granger
Cause
C3 | 3.7885 | 0.056 | 拒绝 |
| lag3 |
C1
does
not
Granger
Cause
Y | 1.34258 | 0.3274 | 拒绝 |
Y
does
not
Granger
Cause
C1 | 0.8112 | 0.5225 | 拒绝 |
C2
does
not
Granger
Cause
Y | 8.03378 | 0.0085 | 拒绝 |
Y
does
not
Granger
Cause
C2 | 0.798 | 0.5288 | 拒绝 |
C3
does
not
Granger
Cause
Y | 8.51001 | 0.0072 | 拒绝 |
Y
does
not
Granger
Cause
C3 | 0.86063 | 0.4997 | 拒绝 |
| lag4 |
C1
does
not
Granger
Cause
Y | 0.43103 | 0.7824 | 不拒绝 |
Y
does
not
Granger
Cause
C1 | 0.45872 | 0.7649 | 不拒绝 |
C2
does
not
Granger
Cause
Y | 6.58022 | 0.0316 | 拒绝 |
Y
does
not
Granger
Cause
C2 | 0.32897 | 0.8481 | 不拒绝 |
C3
does
not
Granger
Cause
Y | 18.3389 | 0.0034 | 拒绝 |
Y
does
not
Granger
Cause
C3 | 1.26975 | 0.3917 | 拒绝 |
做出来的结果是这样,但不知怎样分析,求救。。。。谢谢