a. Using 5% significance as the guide, interpret the pair-wise Granger causality. b. Draw the DIAGRAM FORM by showing clearly the causality directions as either uni-directional or bi-directional. The following are the EViews results of Pairwise Granger Causality tests.Table 3: Pairwise Granger Causality TestsSample: 2000Q1 2021Q4Lags: 2Null Hypothesis:LX1 does not Granger Cause LYLY does not Granger Cause LX1LX2 does not Granger Cause LYLY does not Granger Cause LX2LX3 does not Granger Cause LYLY does not Granger Cause LX3LX4 does not Granger Cause LYLY does not Granger Cause LX4LX2 does not Granger Cause LX1LX1 does not Granger Cause LX2LX3 does not Granger Cause LX1LX1 does not Granger Cause LX3LX4 does not Granger Cause LX1LX1 does not Granger Cause LX4LX3 does not Granger Cause LX2LX2 does not Granger Cause LX3LX4 does not Granger Cause LX2LX2 does not Granger Cause LX4LX4 does not Granger Cause LX3LX3 does not Granger Cause LX4Obs88888888888888888888F-Statistic4.113294.881061.041492.523203.461192.116785.041562.474480.889663.400366.635008.491616.624624.783472.110271.003782.024121.835413.654903.15128Prob.0.04130.02620.38060.11860.06240.16000.02390.12290.43440.06490.01030.00440.01040.02770.16080.39320.17170.19860.05500.0766

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Answered: a. Using 5% significance as the guide,…

a. Using 5% significance as the guide, interpret the pair-wise Granger causality. b. Draw the DIAGRAM FORM by showing clearly the causality directions as either uni-directional or bi-directional.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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