Null hypothesis | Degree of freedom | Chi-square value | Probability |
---|---|---|---|
Group 1 | |||
 G does not Granger-cause P | 6 | 22.0 | 0.0012a |
 P does not Granger-cause G | 6 | 22.1 | 0.0012a |
Group 2 | |||
 G does not Granger-cause P | 6 | 20.9 | 0.0019a |
 P does not Granger-cause G | 6 | 16.3 | 0.0120b |
Group 3 | |||
 G does not Granger-cause P | 6 | 19.7 | 0.0031a |
 P does not Granger-cause G | 6 | 6.8 | 0.34 |