Page 124 - Invited Paper Session (IPS) - Volume 2

IPS 188 G. P. Samanta
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Search Null Hypothesis Obs Lag Statistics P-Value
Data
∆gGMPrice ∆gGMPrice does not Granger Cause
∆gCPI-C 72 2 0.9296 0.3937
∆gCPI-C does not Granger cause 72 2 3.4142 0.0387
∆gGMPrice
∆gGMPrice does not Granger Cause 72 2 1.7898 0.1749
∆gCPI-U
∆gCPI-U does not Granger cause
∆gGMPrice 72 2 3.3384 0.0415
∆gGMInfl ∆gGMInfl does not Granger Cause 62 12 1.6213 0.1279
∆gCPI-C
∆gCPI-C does not Granger cause 62 12 2.0394 0.0483
∆gGMInfl
∆gGMInfl does not Granger Cause
∆gCPI-U 62 12 1.6005 0.1341
∆gCPI-U does not Granger cause
∆gGMInfl 62 12 2.8420 0.0073
∆2lnGMInfl ∆2lnGMInfl does not Granger Cause 66 7 2.0053 0.0721
∆2lnCPI-C
∆2lnCPI-C does not Granger cause 66 7 2.2713 0.0431
∆2lnGMInfl
∆2lnGMInfl does not Granger Cause
∆2lnCPI-U 63 10 1.4382 0.1974
∆2lnCPI-U does not Granger cause 63 10 2.0800 0.0483
∆2lnGMInfl
e2lnGMPrice e2lnGMPrice does not Granger Cause 78 9 2.7336 0.0098
e2lnCPI-C
e2lnCPI-C does not Granger cause
e2lnGMPrice 78 9 2.6099 0.0131
e2lnGMPrice does not Granger Cause
e2lnCPI-U 78 9 2.8349 0.0077
e2lnCPI-U does not Granger cause 78 9 3.4623 0.0017
e2lnGMPrice
e2lnGMInfl e2lnGMInfl does not Granger Cause 78 9 1.1596 0.3334
e2lnCPI-C
e2lnCPI-C does not Granger cause
e2lnGMInfl 78 9 2.0825 0.0456
e2lnGMInfl does not Granger Cause 78 9 0.6332 0.7640
e2lnCPI-U
e2lnCPI-U does not Granger cause 78 9 2.2178 0.0332
e2lnGMInfl

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