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. 2020 Sep 11;7(1):81–92. doi: 10.1109/TBDATA.2020.3023459

TABLE 6. Results of Granger Causality Test Between U.S. Media's and the Public's Tweet Sentiments.

Negative Non-negative
Media to Public Public to Media Media to Public Public to Media
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Politics 0.0084 0.9271 15.0701 0.0002 0.0000 1.0000 / /
Foreign 1.8808 0.1729 2.2860 0.1333 1.0317 0.3119 0.0475 0.8279
Situation 0.5799 0.4479 1.6537 0.2010 8.4914 0.0043 13.2386 0.0004
Measures 8.1264 0.0052 3.5360 0.0626 15.6475 0.0001 6.8720 0.0001
Racism 16.1912 0.0001 33.9915 0.0000 0.7258 0.3960 1.7166 0.1927
Overall 1.2132 0.2730 0.7809 0.3787 6.8352 0.0101 13.2908 0.0004

We restrict the causality lag to one day. The greater the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{upgreek} \usepackage{mathrsfs} \setlength{\oddsidemargin}{-69pt} \begin{document} }{}$F$\end{document}F statistic is, the smaller the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{upgreek} \usepackage{mathrsfs} \setlength{\oddsidemargin}{-69pt} \begin{document} }{}$p$\end{document}p-value, the more significant the effect is.