Pairwise Granger Causality Tests
Date: 05/19/11 Time: 20:37
Sample: 2001M01 2010M12
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
GCPI does not Granger Cause GM1 118 8.41461 0.0004
GM1 does not Granger Cause GCPI 16.0261 7.E-07
7.E-07 这个是什么意思? 如上面所示,是不是表示GCPI和GM1有双向的格兰杰关系?
承蒙赐教!谢谢了!