Pairwise Granger Causality Tests
Date: 10/23/07 Time: 18:43
Sample: 1979 2003
Lags: 2
Null Hypothesis: Obs F-Statistic Probability
UT does not Granger Cause Y 23 0.62333 0.54733
Y does not Granger Cause UT 2.19786 0.13995
这个结果能说明ut是y的原因么? 是双向因果关系还是单向因果关系?
Pairwise Granger Causality Tests
Date: 10/23/07 Time: 18:45
Sample: 1979 2003
Lags: 2
Null Hypothesis: Obs F-Statistic Probability
EA does not Granger Cause UT 23 0.64839 0.53468
UT does not Granger Cause EA 10.3491 0.00102
EI does not Granger Cause UT 23 0.42036 0.66309
UT does not Granger Cause EI 4.27918 0.03017
ES does not Granger Cause UT 23 4.60122 0.02432
UT does not Granger Cause ES 1.38499 0.27576
EI does not Granger Cause EA 23 7.19181 0.00506
EA does not Granger Cause EI 0.97361 0.39674
ES does not Granger Cause EA 23 1.91597 0.17604
EA does not Granger Cause ES 5.92136 0.01057
ES does not Granger Cause EI 23 2.96722 0.07696
EI does not Granger Cause ES 3.67198 0.04598
这个结果是分别两两说明ut,ea,ei,es因果关系吗? 后面的F统计量,和P统计量, 应该如何判断呢?
论文讨论急用,无奈接触计量知识太少,请各位高手简单解释一下这两组eviews算出的结果,请赐教啊
[em04][em04]
[此贴子已经被作者于2007-10-23 19:01:11编辑过]