Table 5.
Toda-Yamamoto Granger causality test.
| Hypothesis | Chi-Square test | p-value |
|---|---|---|
| scale effect does not Granger cause lnCO2 | 62.85∗ | 0.000 |
| lnCO2 does not Granger cause the scale effect | 0.781 | 0.377 |
| Composition effect does not Granger cause lnCO2 | 6.474∗∗ | 0.011 |
| lnCO2 does not Granger cause the composition effect | 0.098 | 0.754 |
| Technique effect does not Granger cause lnCO2 | 6.108∗∗ | 0.013 |
| lnCO2 does not Granger cause the technique effect | 0.585 | 0.445 |
| scale effect does not Granger cause lnCH4 | 44.99∗ | 0.000 |
| lnCH4 does not Granger cause the scale effect | 0.225 | 0.635 |
| Composition effect does not Granger cause lnCH4 | 6.151∗∗ | 0.013 |
| lnCH4 does not Granger cause the composition effect | 1.129 | 0.288 |
| Technique effect does not Granger cause lnCH4 | 32.39∗ | 0.000 |
| lnCH4 does not Granger cause the technique effect | 0.504 | 0.478 |
| scale effect does not Granger cause lnN2O | 27.55∗ | 0.000 |
| lnN2O does not Granger cause the scale effect | 1.901 | 0.168 |
| Composition effect does not Granger cause lnN2O | 2.711∗∗∗ | 0.100 |
| lnN2O does not Granger cause the composition effect | 0.054 | 0.816 |
| Technique effect does not Granger cause lnN2O | 9.56∗ | 0.002 |
| lnN2O does not Granger cause the technique effect | 1.915 | 0.166 |
Note: ∗, ∗∗ and ∗∗∗ denote significance at 1 %, 5 % and 10 % levels, respectively.