Table 2.

Granger causality test.

Null hypothesis	Result	Null hypothesis	Result	Relationship
${\gamma }_1={\gamma }_2=\dots ={\gamma }_n=0$	Rejected	${\theta }_1={\theta }_2=\dots ={\theta }_n=0$	Accepted	x ← y
${\gamma }_1={\gamma }_2=\dots ={\gamma }_n=0$	Accepted	${\theta }_1={\theta }_2=\dots ={\theta }_n=0$	Rejected	x → y
${\gamma }_1={\gamma }_2=\dots ={\gamma }_n=0$	Rejected	${\theta }_1={\theta }_2=\dots ={\theta }_n=0$	Rejected	x ↔ y
${\gamma }_1={\gamma }_2=\dots ={\gamma }_n=0$	Accepted	${\theta }_1={\theta }_2=\dots ={\theta }_n=0$	Accepted	No