Table 3.
Causality test results
| Null hypothesis | F-statistic | Prob. |
|---|---|---|
| S does not granger cause C | 2.70641 | 0.0341 |
| C does not granger cause S | 2.25770 | 0.0677 |
| S does not granger cause l | 2.71898 | 0.0335 |
| l does not granger cause S | 2.77096 | 0.0309 |
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