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 | |||||
|
|
|
|
|
|
|
|
|
|
| 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