Lags: 2
Null Hypothesis: Obs F-Statistic Probability
X does not Granger Cause Y 27 0.19057 0.82784
Y does not Granger Cause X 2.43508 0.11083
Lags: 6
Null Hypothesis: Obs F-Statistic Probability
X does not Granger Cause Y 23 2.58021 0.08913
Y does not Granger Cause X 0.90363 0.52869
是否可以得出这样的结果:就短期而言,Y是X的Granger原因。在较长期上,X是Y的Granger原因?
本人对Eviews是初学者,摸索ing,如果出了什么弱智错误,还请海涵