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    Slide 2

    Uploaded by

    Watson Abat

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    © All Rights Reserved
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    of 1

    Lag 1 Lag 2 Lag 3 Lag 4 Lag 5

    Null Hypothesis: F-Statistic Prob. F-Statistic Prob. F-Statistic Prob. F-Statistic Prob. F-Statistic Prob.
    LCPI does not Granger Cause LUNEM 2.71766 0.1113 0.81761 0.4539 0.99005 0.4176 0.77952 0.5538 0.88731 0.5152
    LUNEM does not Granger Cause LCPI 0.03716 0.8486 0.65341 0.5297 0.59443 0.6259 0.84917 0.5135 0.86907 0.5258
    LGDP does not Granger Cause LUNEM 1.7361 0.1991 6.84547 0.0046 4.9503 0.0099 3.64648 0.0254 3.49805 0.0293
    LUNEM does not Granger Cause LGDP 1.65102 0.2102 1.71606 0.202 1.06495 0.3862 1.65837 0.2058 2.10231 0.1256
    LLABOR does not Granger Cause LUNEM 4.60652 0.0414 1.512 0.2416 0.50855 0.6809 0.59218 0.673 0.47844 0.7865
    LUNEM does not Granger Cause LLABOR 0.329 0.5712 0.56436 0.5764 0.42895 0.7345 0.87439 0.4996 0.53701 0.7452
    LPOP does not Granger Cause LUNEM 4.0287 0.0552 1.8526 0.1795 0.83458 0.4906 2.37231 0.0932 2.00257 0.1407
    LUNEM does not Granger Cause LPOP 0.53119 0.4726 2.32845 0.12 0.97582 0.4238 1.83047 0.1695 1.11212 0.3977
    LGDP does not Granger Cause LCPI 13.332 0.0012 7.96499 0.0024 7.71457 0.0013 8.60265 0.0005 6.51552 0.0025
    LCPI does not Granger Cause LGDP 0.83583 0.369 0.72262 0.4962 1.43882 0.2612 0.80066 0.5413 1.08203 0.4119
    LLABOR does not Granger Cause LCPI 2.50352 0.1257 2.12096 0.1428 1.43706 0.2617 1.66504 0.2043 1.45377 0.266
    LCPI does not Granger Cause LLABOR 0.39482 0.5353 0.47042 0.6306 0.432 0.7324 0.34679 0.8426 1.3062 0.3166
    LPOP does not Granger Cause LCPI 2.84424 0.1037 5.26673 0.0131 3.49976 0.0345 4.28773 0.014 3.98082 0.0186
    LCPI does not Granger Cause LPOP 1.61338 0.2153 0.58747 0.5639 2.8538 0.063 1.88788 0.1589 2.10219 0.1257
    LLABOR does not Granger Cause LGDP 0.05116 0.8228 2.07137 0.1489 1.45083 0.2579 4.37897 0.0129 3.31846 0.0348
    LGDP does not Granger Cause LLABOR 13.6374 0.001 6.24519 0.0068 4.07866 0.0206 2.78252 0.0603 9.03052 0.0005
    LPOP does not Granger Cause LGDP 0.18364 0.6718 3.01655 0.0686 1.9293 0.1574 1.9638 0.146 1.71011 0.197
    LGDP does not Granger Cause LPOP 8.76057 0.0065 2.45573 0.108 2.80185 0.0663 3.40773 0.0321 3.99917 0.0183
    LPOP does not Granger Cause LLABOR 12.2347 0.0017 15.8627 5.00E-05 14.3574 3.00E-05 19.9457 3.00E-06 26.7335 1.00E-06
    LLABOR does not Granger Cause LPOP 0.3311 0.57 0.70552 0.5042 1.82125 0.1758 0.89535 0.4882 1.33809 0.3049

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