在Eviews中把结果做出來了，可是不知道怎么判断..
| Pairwise Granger Causality Tests |
| Date: 06/15/11
Time: 09:55 |
| Sample: 1994:1 2008:4 |
| Lags: 2 |
|
Null Hypothesis:
| Obs | F-Statistic | Probability |
|
M2 does not Granger Cause GDP
| 58 |
25.5512
|
1.7E-08
|
|
GDP does not Granger Cause M2
|
4.86857
|
0.01145
|
| Pairwise Granger Causality Tests |
| Date: 06/15/11
Time: 09:56 |
| Sample: 1994:1 2008:4 |
| Lags: 1 |
|
Null Hypothesis:
| Obs | F-Statistic | Probability |
|
M2 does not Granger Cause GDP
| 59 |
75.3862
|
5.9E-12
|
|
GDP does not Granger Cause M2
|
3.59879
|
0.06298
|
| Pairwise Granger Causality Tests |
| Date: 06/15/11
Time: 09:56 |
| Sample: 1994:1 2008:4 |
| Lags: 2 |
|
Null Hypothesis:
| Obs | F-Statistic | Probability |
|
M2 does not Granger Cause GDP
| 58 |
25.5512
|
1.7E-08
|
|
GDP does not Granger Cause M2
|
4.86857
|
0.01145
|
判断的时候是要看F值还是P值呢？
扫码加好友，拉您进群
全部版块
我的主页
收藏
