Table 3.
Pairwise Granger causality test results
| Subdistrict | CT | WP | OW | ZB | BL | DB | ND | GS | OD | SO | ZO | WG | OZ | ZA |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CT | 14.37(1) 0.000*** |
1.889(4) 0.177 |
1.192(4) 0.364 |
5.832(1) 0.022** |
9.565(1) 0.004*** |
1.440(1) 0.240 |
3.649(4) 0.036** |
8.302(1) 0.007*** |
1.918(4) 0.172 |
4.685(1) 0.039** |
3.760(1) 0.062* |
0.762(1) 0.390 |
3.243(1) 0.082* |
|
| WP | 1.662(1) 0.207 |
0.224(2) 0.801 |
5.752(1) 0.023** |
0.830(1) 0.370 |
0.010(1) 0.922 |
1.449(1) 0.238 |
1.509(4) 0.261 |
2.042(1) 0.163 |
1.569(4) 0.245 |
1.722(1) 0.199 |
2.808(4) 0.074* |
3.433(2) 0.049 |
2.888(2) 0.075* |
|
| OW | 0.570(4) 0.689 |
0.689(2) 0.017** |
0.514(1) 0.479 |
1.859(2) 0.178 |
6.944(1) 0.013**` |
2.796(1) 0.104 |
3.137(4) 0.055* |
7.799(1) 0.009*** |
2.291(2) 0.123 |
4.369(1) 0.045** |
3.149(1) 0.0861* |
0.456(1) 0.505 |
2.042(1) 0.163 |
|
| ZB | 2.110(4) 0.142 |
25.74(1) 0.000*** |
3.541(1) 0.070* |
10.00(1) 0.004*** |
14.34(1) 0.001*** |
8.057(1) 0.008*** |
12.98(1) 0.001*** |
17.42(1) 0.000*** |
0.888(4) 0.500 |
6.939(1) 0.013** |
0.308(4) 0.867 |
2.145(1) 0.153 |
6.693(1) 0.015** |
|
| BL | 0.398(1) 0.533 |
9.470(1) 0.004*** |
0.362(2) 0.700 |
2.689(1) 0.112 |
2.429(1) 0.130 |
3.148(1) 0.086* |
1.716(4) 0.211 |
2.727(4) 0.080 |
1.452(4) 0.277 |
6.059(1) 0.020** |
1.146(2) 0.335 |
0.396(1) 0.534 |
0.300(1) 0.588 |
|
| DB | 0.814(1) 0.374 |
2.213(1) 0.147 |
0.142(1) 0.709 |
4.213(1) 0.049** |
0.008(1) 0.929 |
2.293(1) 0.140 |
4.587(1) 0.040** |
6.319(1) 0.018** |
5.086(1) 0.032** |
2.309(1) 0.139 |
1.174(2) 0.326 |
3.376(2) 0.051* |
4.318(2) 0.025** |
|
| ND | 0.060(1) 0.808 |
3.068(1) 0.090* |
0.006(1) 0.938 |
0.383(1) 0.541 |
0.866(1) 0.360 |
1.506(1) 0.229 |
5.552(1) 0.025** |
8.180(1) 0.008** |
6.798(1) 0.014** |
1.295(1) 0.264 |
0.718(1) 0.403 |
0.018(1) 0.896 |
0.214(3) 0.885 |
|
| GS | 1.242(4) 0.345 |
6.490(4) 0.005*** |
1.593(4) 0.239 |
0.397(1) 0.534 |
7.669(4) 0.002*** |
0.751(1) 0.393 |
0.817(1) 0.373 |
0.011(1) 0.917 |
1.442(1) 0.239 |
0.008(1) 0.929 |
3.056(4) 0.060* |
0.254(1) 0.618 |
2.787(4) 0.075* |
|
| OD | 0.587(1) 0.450 |
0.091(1) 0.765 |
0.143(1) 0.708 |
0.643(1) 0.429 |
11.27(4) 0.000*** |
0.553(1) 0.463 |
0.009 0.927 | 1.002(1) 0.325 |
7.248(3) 0.002*** |
5.997(4) 0.007*** |
0.816(1) 0.374 |
0.454(1) 0.505 |
0.365(1) 0.550 |
|
| SO | 10.68(4) 0.000*** |
8.302(4) 0.002*** |
1.396(2) 0.267 |
5.084(4) 0.012** |
30.38(4) 0.000*** |
2.046(1) 0.162 |
0.000 0.991 | 1.520(1) 0.227 |
3.546(3) 0.035** |
3.067(4) 0.059* |
4.409(4) 0.0201** |
0.034(1) 0.854 |
0.003(1) 0.955 |
|
| ZO | 0.091(1) 0.764 |
1.290(1) 0.265 |
0.080(1) 0.779 |
0.426(1) 0.519 |
0.206(1) 0.653 |
0.605(1) 0.443 |
0.275(1) 0.604 |
10.87(1) 0.002*** |
0.581(4) 0.682 |
4.736(4) 0.016** |
0.190(1) 0.666 |
0.009 0.926 | 0.002(1) 0.966 |
|
| WG | 0.102(1) 0.752 |
3.850(4) 0.031** |
0.074(1) 0.788 |
1.198(4) 0.361 |
1.796(2) 0.188 |
4.091(2) 0.030** |
1.003(1) 0.325 |
3.919(4) 0.029** |
3.355(1) 0.077* |
2.005(4) 0.158 |
2.956(1) 0.096 |
0.525(1) 0.474 |
0.148(1) 0.703 |
|
| OZ | 0.458(1) 0.503 |
9.413(2) 0.000*** |
0.752(1) 0.393 |
0.104(1) 0.749 |
4.026(1) 0.054* |
6.962(2) 0.004*** |
3.618(1) 0.067 |
4.472(1) 0.043** |
6.549(1) 0.016** |
7.744(1) 0.009*** |
4.864(1) 0.035** |
4.039(1) 0.054* |
3.340(1) 0.078* |
|
| ZA | 0.005(1) 0.960 |
5.858(2) 0.008*** |
0.157(1) 0.695 |
0.692(1) 0.412 |
1.371(1) 0.251 |
8.045(2) 0.002*** |
0.391(3) 0.760 |
8.309(4) 0.002*** |
3.991(1) 0.055* |
6.031(1) 0.020** |
2.361(1) 0.135 |
0.275(1) 0.604 |
0.921(1) 0.345 |
The null hypothesis is that the subdistricts on the row do not Granger cause those on the columns. Test regression is estimated with intercept. The lag p is determined by BIC and indicated in parenthesis. The Wald statistics are reported with the p values reported under it. , and denote statistical significance at the 10, 5 and 1% respectively