VAR Granger Causality/Block Exogeneity Wald Tests
Date: 11/21/13 Time: 17:01
Sample: 1990 2011
Included observations: 20
Dependent variable: IG
Excluded Chi-sq df Prob.
FIR 1.300099 2 0.5220
FE 12.74104 2 0.0017
VGDP 11.02944 2 0.0040
All 19.70665 6 0.0031
Dependent variable: FIR
Excluded Chi-sq df Prob.
IG 0.380928 2 0.8266
FE 1.962878 2 0.3748
VGDP 0.358531 2 0.8359
All 8.087261 6 0.2318
Dependent variable: FE
Excluded Chi-sq df Prob.
IG 0.376171 2 0.8285
FIR 0.440793 2 0.8022
VGDP 1.375992 2 0.5026
All 1.858961 6 0.9322
Dependent variable: VGDP
Excluded Chi-sq df Prob.
IG 7.101225 2 0.0287
FIR 0.472690 2 0.7895
FE 1.439964 2 0.4868
All 17.87560 6 0.0066