level 1
小小😜春天
楼主
Null Hypothesis: Obs F-Statistic Prob.
X1 does not Granger Cause Y 20 0.51632 0.6069
Y does not Granger Cause X1 0.11056 0.8961
X2 does not Granger Cause Y 20 4.40141 0.0313
Y does not Granger Cause X2 5.71906 0.0143
X3 does not Granger Cause Y 20 0.21597 0.8082
Y does not Granger Cause X3 0.86298 0.4418
X2 does not Granger Cause X1 20 1.95178 0.1764
X1 does not Granger Cause X2 5.13964 0.0200
X3 does not Granger Cause X1 20 0.25672 0.7769
X1 does not Granger Cause X3 0.99874 0.3916
X3 does not Granger Cause X2 20 0.39948 0.6776
X2 does not Granger Cause X3 0.38871 0.6846