<p><strong><font size="5">同样的数据，我用两种格兰杰检验做出来的结果居然矛盾了！请做过人帮我分析一下原因。</font></strong></p><p><strong><font size="6">Pairwise Granger Causality Tests</font></strong></p>Date: 07/27/08   Time: 16:20<p></p>Sample: 1975 2000<p></p> Lags: 4Null Hypothesis:<p></p>Obs<p></p>F-Statistic<p></p>Probability<p></p> LABOR does not Granger Cause GRAIN<p></p>22<strong>（自由度，以下类同）</strong><p></p> 2.70439<strong>（prob.以下类同）</strong><p></p> 0.07720<p></p>  GRAIN does not Granger Cause LABOR<p></p> 0.52618<p></p> 0.71855<p></p> LAND does not Granger Cause GRAIN<p></p>22<p></p> 0.69644<p></p> 0.60779<p></p> GRAIN does not Granger Cause LAND<p></p> 0.73651<p></p> 0.58342<p></p>  FERTILIZER does not Granger Cause GRAIN<p></p>22<p></p> 1.52392<p></p> 0.25257<p></p>  GRAIN does not Granger Cause FERTILIZER<p></p> 1.67861<p></p> 0.21456<p></p> LAND does not Granger Cause LABOR<p></p>22<p></p> 0.57414<p></p> 0.68633<p></p>  LABOR does not Granger Cause LAND<p></p> 1.60750<p></p><p> 0.231</p><p> FERTILIZER does not Granger Cause LABOR</p><p></p>22<p></p> 0.13036<p></p> 0.96855<p></p>  LABOR does not Granger Cause FERTILIZER<p></p> 1.14424<p></p> 0.37902<p></p>FERTILIZER does not Granger Cause LAND<p></p>22<p></p> 1.08164<p></p> 0.40534<p></p>  LAND does not Granger Cause FERTILIZER<p></p> 3.54994<p></p> 0.03620<p></p><p></p><p></p><p>Date: 07/27/08   Time: 16:35</p> Sample: 1975 2000<p></p> Included observations: 23<p></p><strong><font size="5"> AR Granger Causality/Block Exogeneity Wald Tests</font></strong><p></p>Dependent variable: GRAIN<p></p>Excluded<p></p>Chi-sq<p></p>df<p></p><p>Prob.</p><p>FERTILIZER</p><p></p> 15.74045<p></p>3<p></p><p> 0.0013</p><p>LABOR</p><p></p> 5.887942<p></p>3<p></p> 0.1172<p></p><p>LAND</p><p></p> 11.91158<p></p>3<p></p><p> 0.0077</p><p>All</p><p></p> 21.74230<p></p>9<p></p><p> 0.009</p><p>Dependent variable: FERTILIZER</p><p></p> Excluded<p></p>Chi-sq<p></p>df<p></p><p>Prob.</p><p>GRAIN</p><p></p> 4.443262<p></p>3<p></p> 0.2174<p></p><p></p>LABOR<p></p> 0.107490<p></p>3<p></p><p> 0.9909</p><p>LAND</p><p></p> 3.787949<p></p>3<p></p><p> 0.285</p><p>All</p><p></p> 14.38811<p></p>9<p></p><p> 0.1092</p><p>Dependent variable: LABOR</p><p></p> Excluded<p></p>Chi-sq<p></p>df<p></p><p>Prob.</p><p>GRAIN</p><p></p> 1.284869<p></p>3<p></p><p> 0.7327</p><p>FERTILIZER</p><p></p> 2.887446<p></p>3<p></p> 0.4093<p></p><p>LAND</p><p></p> 3.406775<p></p>3<p></p><p> 0.3331</p><p>All</p><p></p> 6.727477<p></p>9<p></p><p> 0.6655</p><p>Dependent variable: LAND</p><p></p>Excluded<p></p>Chi-sq<p></p>df<p></p><p>Prob.</p><p>GRAIN</p><p></p> 1.457691<p></p>3<p></p> 0.6921<p></p><p></p>FERTILIZER<p></p> 11.04033<p></p>3<p></p> 0.0115<p></p><p></p>LABOR<p></p> 7.909252<p></p>3<p></p><p> 0.0479</p><p>All</p><p></p> 18.90628<p></p>9<p></p> 0.0260<p></p><p></p><p></p>