Pairwise Granger Causality Tests
Date: 01/03/05 Time: 19:57
Sample: 1985 2002
Lags: 1
Null Hypothesis: Obs F-Statistic Probability
W does not Granger Cause Y 17 0.77946 0.39221
Y does not Granger Cause W 3.19304 0.09562
Pairwise Granger Causality Tests
Date: 01/03/05 Time: 19:59
Sample: 1985 2002
Lags: 2
Null Hypothesis: Obs F-Statistic Probability
W does not Granger Cause Y 16 0.72810 0.50471
Y does not Granger Cause W 1.68686 0.22963
Pairwise Granger Causality Tests
Date: 01/03/05 Time: 19:59
Sample: 1985 2002
Lags: 3
Null Hypothesis: Obs F-Statistic Probability
W does not Granger Cause Y 15 0.12990 0.93962
Y does not Granger Cause W 3.52962 0.06827
Pairwise Granger Causality Tests
Date: 01/03/05 Time: 20:00
Sample: 1985 2002
Lags: 4
Null Hypothesis: Obs F-Statistic Probability
W does not Granger Cause Y 14 0.05883 0.99156
Y does not Granger Cause W 28.0170 0.00128