Table 5.

Results of Granger causality test of the causal relationship between daily average fine particulate matter (PM_2.5) concentration and daily Baidu Index for the search term “lung cancer.”

City	Null hypothesisa
	Daily average PM2.5 concentration does not Granger cause daily Baidu Index for lung cancer searches			Daily Baidu Index for lung cancer searches does not Granger cause daily average PM2.5 concentration
	F statistic	df	P value	F statistic	df	P value
Beijing	1.25	15, 1066	.23	0.66	15, 1066	.81
Changchun	1.62	5, 1086	.15	0.30	5, 1086	.91
Chengdu	0.17	5, 1086	.97	1.39	5, 1086	.22
Chongqing	1.32	6, 1084	.24	1.41	6, 1084	.20
Changsha	1.30	6, 1084	.25	1.14	6, 1084	.33
Fuzhou	0.93	6, 1079	.47	1.21	6, 1079	.29
Guiyang	0.19	1, 1090	.66	0.36	1, 1090	.54
Guizhou	1.54	5, 1086	.17	1.84	5, 1086	.10
Harbin	1.14	6, 1084	.33	2.78	6, 1084	.01
Hefei	1.94	6, 1084	.07	2.62	6, 1084	.01
Hohhot	1.72	1, 1090	.19	0.15	1, 1090	.69
Haikou	1.69	1,1090	.19	1.44	1,1090	.22
Hangzhou	0.86	6, 1084	.52	1.86	6, 1084	.08
Jinan	1.57	6, 1084	.15	1.42	6, 1084	.20
Kunming	1.13	6, 1084	.34	0.88	6, 1084	.50
Lhasa	0.81	1, 1090	.37	0.14	1, 1090	.70
Lanzhou	1.97	1, 1090	.16	2.91	1, 1090	.08
Nanchang	1.28	6, 1084	.26	1.45	6, 1084	.19
Nanjing	1.49	6, 1084	.18	2.05	6, 1084	.05
Nanning	0.62	5, 1086	.68	1.82	5, 1086	.10
Shanghai	0.59	8, 1080	.79	0.65	8, 1080	.73
Shijiazhuang	0.52	6, 1084	.79	1.62	6, 1084	.13
Shenyang	0.39	6, 1078	.88	0.88	6, 1078	.50
Tianjin	0.89	5, 1086	.48	0.90	5, 1086	.47
Taiyuan	2.42	7, 1082	.02	0.66	7, 1082	.7
Wuhan	0.95	6, 1084	.45	1.09	6, 1084	.36
Xian	1.35	7, 1082	.22	0.72	7, 1082	.64
Xining	3.40	1, 1090	.06	0.17	1, 1090	.67
Yinchuan	0.24	1, 1090	.61	0.00	1, 1090	.99
Zhengzhou	1.71	6, 1084	.11	1.28	6, 1084	.26

^aNull hypothesis is rejected when P<.01.