Table 11.
Long- and short-run Granger causality test.
| Null Hypothesis | Obs. | Lags | Coefficient | Prob. | |
|---|---|---|---|---|---|
|
Long-run |
Average Temperature does not Granger cause Maize Production | 31 | 1 | 0.025 | 0.003*** |
| Carbon dioxide does not Granger cause Maize Production | 31 | 1 | 0.068 | 0.0012*** | |
| Precipitation does not Granger cause Maize Production | 31 | 1 | 0.099 | 0.065** | |
| Technology Level does not Granger cause Maize Production | 31 | 1 | 0.012 | 0.802 | |
|
Short run |
Average Temperature does not Granger cause Maize Production | 31 | 1 | 4.994 | 0.076*** |
| Carbon dioxide does not Granger cause Maize Production | 31 | 1 | 0.046 | 0.873 | |
| Precipitation does not Granger cause Maize Production | 31 | 1 | 0.055 | 0.045*** | |
| Technology Level does not Granger cause Maize Production | 31 | 1 | 0.546 | 0.458 |
Notes: The signs of *, **, and *** indicate the significance levels at 10 %, 5 %, and 1 % to reject the null hypothesis of the direction of causality, respectively.