Pairwise Granger Causality Tests
Date: 01/04/15 Time: 12:52
Sample: 1998 2012
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
LNX2 does not Granger Cause LNY 13 1.56506 0.2669
LNY does not Granger Cause LNX2 4.92455 0.0404
LNX3 does not Granger Cause LNY 13 1.82293 0.2227
LNY does not Granger Cause LNX3 2.20666 0.1725
LNX4 does not Granger Cause LNY 13 2.89229 0.1134
LNY does not Granger Cause LNX4 0.20466 0.8191
LNX5 does not Granger Cause LNY 13 6.01058 0.0255
LNY does not Granger Cause LNX5 3.42423 0.0843
LNX3 does not Granger Cause LNX2 13 6.18340 0.0238
LNX2 does not Granger Cause LNX3 10.3304 0.0061
LNX4 does not Granger Cause LNX2 13 0.12841 0.8813
LNX2 does not Granger Cause LNX4 0.16207 0.8531
LNX5 does not Granger Cause LNX2 13 1.17386 0.3573
LNX2 does not Granger Cause LNX5 3.14676 0.0981
LNX4 does not Granger Cause LNX3 13 0.05772 0.9443
LNX3 does not Granger Cause LNX4 0.42251 0.6692
LNX5 does not Granger Cause LNX3 13 1.50594 0.2786
LNX3 does not Granger Cause LNX5 4.50125 0.0490
LNX5 does not Granger Cause LNX4 13 0.53056 0.6076
LNX4 does not Granger Cause LNX5 1.66772 0.2481
这个结果如何看?是不是lny与lnx2、lnx3有因果关系,与lnx4、lnx5没有关系?这个模型lnx4和lnx5是不是应该剔除?