Table 7.

Toda-Yamamoto (TY) causality test results, group average.

Groups	Parameters	$\mathbf{Y}\to {\mathbf{X}}_1$	${\mathbf{X}}_1\to \mathbf{Y}$	$\mathbf{Y}\to {\mathbf{X}}_2$	${\mathbf{X}}_2\to \mathbf{Y}$	$\mathbf{Y}\to {\mathbf{X}}_3$	${\mathbf{X}}_3\to \mathbf{Y}$	$\mathbf{Y}\to {\mathbf{X}}_4$	${\mathbf{X}}_4\to \mathbf{Y}$
Group 1	Test statistics	3.17	7.84	2.15	7.31	2.09	10.11	1.80	5.67
	P value	0.40	0.19	0.52	0.14	0.53	0.16	0.61	0.31
Group 2	Test statistics	0.52	6.03	0.58	5.87	0.80	6.95	0.51	3.68
	P value	0.60	0.12	0.57	0.11	0.52	0.06	0.65	0.24
Group 3	Test statistics	0.33	9.29	0.90	9.03	1.09	5.12	0.71	5.06
	P value	0.73	0.09	0.45	0.05	0.37	0.13	0.51	0.18

Y = number of people with insufficient food consumption; X₁ = number of confirmed COVID-19 cases; X₂ = balance of food trade; X₃ = food inflation; X₄ = currency exchange. Source: Authors’ development.