求分析
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level 1

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
2014年04月19日 11点04分 1
level 4
这是格兰而因果检验结果,显著性看最后一列的p值,将其与0.01、0.05、0.1进行比较
详情可以发问题到q:528205526;验证信息:eviews爱好者
2014年05月08日 10点05分 2
1