求教 格兰杰因果关系检验
做了格兰杰因果关系检验 得到的结果是这个。。。有点看不懂,跪求详细分析。
var price bearish
Vector autoregression
Sample: 3 - 2832 No. of obs = 2830
Log likelihood = 8104.535 AIC = -5.720519
FPE = .0000112 HQIC = -5.712937
Det(Sigma_ml) = .0000112 SBIC = -5.699502
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| price bearish | 12.751 2 0.002 |
| price ALL | 12.751 2 0.002 |
|--------------------------------------+---------------------------|
| bearish price | 133.47 2 0.000 |
| bearish ALL | 133.47 2 0.000 |
+------------------------------------------------------------------+