VAR Granger Causality/Block Exogeneity Wald Tests
Date: 09/22/16 Time: 13:33
Sample: 1987 2014
Included observations: 26
Dependent variable: LNPGDP
Excluded Chi-sq df Prob.
LNPST 3.322579 2 0.1899
LNSTR 2.220695 2 0.3294
LNPA 1.182875 2 0.5535
All 5.919370 6 0.4323
Dependent variable: LNPST
Excluded Chi-sq df Prob.
LNPGDP 0.714194 2 0.6997
LNSTR 0.244282 2 0.8850
LNPA 1.442766 2 0.4861
All 6.423654 6 0.3774
Dependent variable: LNSTR
Excluded Chi-sq df Prob.
LNPGDP 8.759252 2 0.0125
LNPST 0.474404 2 0.7888
LNPA 6.432304 2 0.0401
All 16.87222 6 0.0098
Dependent variable: LNPA
Excluded Chi-sq df Prob.
LNPGDP 4.782946 2 0.0915
LNPST 2.178797 2 0.3364
LNSTR 2.380456 2 0.3042
All 9.065468 6 0.1699