Lag        Null Hypothesis:

Obs

F-Statistic

Prob.

1     UNRATE does not Granger Cause DLNWAGE

198

8.68407

0.0036

      DLNWAGE does not Granger Cause UNRATE

7.60424

0.0064

2     UNRATE does not Granger Cause DLNWAGE

197

4.95507

0.0080

      DLNWAGE does not Granger Cause UNRATE

5.04922

0.0073

3     UNRATE does not Granger Cause DLNWAGE

196

          3.38164

0.0194

      DLNWAGE does not Granger Cause UNRATE

3.74985

0.0120

4     UNRATE does not Granger Cause DLNWAGE

195

1.78168

0.1343

      DLNWAGE does not Granger Cause UNRATE

3.43783

0.0097

5     UNRATE does not Granger Cause DLNWAGE                                             194

          2.21801

0.0543

      DLNWAGE does not Granger Cause UNRATE

          2.69829

0.0223