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Table 3 Causality test results

From: Determination of collective behavior of the financial market

Null hypothesis F-statistic Prob.
S does not granger cause C 2.70641 0.0341
C does not granger cause S 2.25770 0.0677
S does not granger cause l 2.71898 0.0335
l does not granger cause S 2.77096 0.0309