Pairwise Granger Causality Tests Date: 08/22/07 Time: 14:15 Sample: 1985 2006 Lags: 1 Null Hypothesis: Obs F-Statistic Probability Y does not Granger Cause X 21 0.11175 0.74202 X does not Granger Cause Y 6.39196 0.02103
滞后期为2
Pairwise Granger Causality Tests Date: 08/22/07 Time: 10:51 Sample: 1985 2006 Lags: 2 Null Hypothesis: Obs F-Statistic Probability Y does not Granger Cause X 20 1.06742 0.36863 X does not Granger Cause Y 2.66089 0.10256