VAR Granger Causality/Block Exogeneity Wald Tests
Date: 05/14/13 Time: 15:58
Sample: 1978 2011
Included observations: 30
Dependent variable: LRUG
Excluded Chi-sq df Prob.
LINR 4.206649290930382 4 0.3787607111190559
LRUR 5.551005084358547 4 0.2352823387310638
All 17.64136451306508 8 0.02408195235491395
我知道其结果表明,LINR、LRUR分别不是LRUG的格兰杰因果关系,但其中的ALL项表明LINR与LRUR同时又是LRUG的格兰杰因果关系,应该如何解释?谢谢。