Null Hypothesis:
Obs
F-Statistic
Prob.
LNX1 does not Granger Cause LNY
14
5.22881
0.0430
LNY does not Granger Cause LNX1
1.62281
0.2290
LNX2 does not Granger Cause LNY
18.9232
0.0012
LNY does not Granger Cause LNX2
0.27291
0.6117
LNX5 does not Granger Cause LNY
17.6809
0.0015
LNY does not Granger Cause LNX5
4.09380
0.0680
LNX6 does not Granger Cause LNY
0.42611
0.5273
LNY does not Granger Cause LNX6
0.44153
0.5201
LNX2 does not Granger Cause LNX1
6.70662
0.0252
LNX1 does not Granger Cause LNX2
1.13667
0.3092
LNX5 does not Granger Cause LNX1
1.91811
0.1935
LNX1 does not Granger Cause LNX5
3.55784
0.0859
LNX6 does not Granger Cause LNX1
0.65520
0.4354
LNX1 does not Granger Cause LNX6
0.18324
0.6769
LNX5 does not Granger Cause LNX2
0.83879
0.3794
LNX2 does not Granger Cause LNX5
3.04727
0.1087
LNX6 does not Granger Cause LNX2
0.05718
0.8154
LNX2 does not Granger Cause LNX6
0.00165
0.9684
LNX6 does not Granger Cause LNX5
0.03851
0.8480
LNX5 does not Granger Cause LNX6
0.01128
0.9173
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gr23 发表于 2014-8-21 23:07 这个你最重要的是知道格兰杰因果关系的含义,然后小于0.05(一般情况)拒绝原假设
fantuanxiaot 发表于 2014-8-21 22:36 LNX1 does not Granger Cause LNY P值很低 则LNX1是LNY的格兰杰原因 ,就是LNX1滞后项能够作用于LNY,但 ...