. 2022 Aug 17;22:1565. doi: 10.1186/s12889-022-13911-5

Table 9.

The results of Granger causality test

Null Hypothesis:	F-Statistic	Prob	Decision
LNGLOB does not Granger Cause LNLEX	3.483^a	0.074	Unidirectional causality from GLOB to LEX
LNLEX does not Granger Cause LNGLOB	0.922	0.346	Unidirectional causality from GLOB to LEX
LNRE does not Granger Cause LNLEX	1.245	0.275	Unidirectional causality from LEX to RE
LNLEX does not Granger Cause LNRE	19.482^c	0.0002	Unidirectional causality from LEX to RE
LNNRE does not Granger Cause LNLEX	6.239^b	0.0194	Unidirectional causality from NRE to LEX
LNLEX does not Granger Cause LNNRE	0.163	0.6894	Unidirectional causality from NRE to LEX
LNICT does not Granger Cause LNLEX	6.383^b	0.018	Unidirectional causality from ICT to LEX
LNLEX does not Granger Cause LNICT	0.499	0.487	Unidirectional causality from ICT to LEX
LNGDPC does not Granger Cause LNLEX	1.578	0.221	Unidirectional causality from LEX to GDPC
LNLEX does not Granger Cause LNGDPC	5.275^b	0.030	Unidirectional causality from LEX to GDPC
LNEDU does not Granger Cause LNLEX	4.901^b	0.036	Unidirectional causality from EDU to LEX
LNLEX does not Granger Cause LNEDU	0.052	0.822	Unidirectional causality from EDU to LEX
LNFD does not Granger Cause LNLEX	1.410	0.246	No causality
LNLEX does not Granger Cause LNFD	0.164	0.689	No causality

(^a, ^b and ^c represent the level of statistical significance at 10%, 5% and 1%, respectively)