VAR Granger Causality/Block Exogeneity Wald Tests   
Date: 12/21/09   Time: 20:53   
Sample: 1998Q1 2009Q3   
Included observations: 45   
   
   
Dependent variable: HP   
   
Excluded Chi-sq df Prob.
   
LP 16.22739621819329 2 0.0002994095740316282
   
All 16.22739621819329 2 0.0002994095740316282
   
   
Dependent variable: LP   
   
Excluded Chi-sq df Prob.
   
HP 0.4653612831006008 2 0.7924065948615794
   
All 0.4653612831006008 2 0.7924065948615794