格兰杰因果检验是对原序列进行检验还是对差分之后的平稳序列进行检验???还有一下结果怎么解释?
Pairwise Granger Causality Tests
Date: 05/17/10 Time: 23:17
Sample: 1991:04 2010:04
Lags: 10
Null Hypothesis: Obs F-Statistic Probability
SZ does not Granger Cause SH 219 3.52654 0.00026
SH does not Granger Cause SZ 1.45780 0.15773