Pairwise Granger Causality Tests

Date: 03/29/14   Time: 18:52

Sample: 1 199

Lags: 4

Null Hypothesis:

Obs

F-Statistic

Prob.

LNSHIBOR does not Granger Cause LNSYL

195

6.42137

7.E-05

LNSYL does not Granger Cause LNSHIBOR

1.87450

0.1167