VAR Granger Causality/Block Exogeneity Wald Tests
Date: 10/09/13 Time: 16:00
Sample: 2008M01 2012M06
Included observations: 51
Dependent variable: CPIW
Excluded Chi-sq df Prob.
M2W 32.73728 2 0.0000
All 32.73728 2 0.0000
Dependent variable: M2W
Excluded Chi-sq df Prob.
CPIW 4.154522 2 0.1253
All 4.154522 2 0.1253
VAR模型下格兰杰检验结果如上图,请问怎么看M2W和CPIW的因果关系?