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Dependent Variable: CC
Method: Two-Stage Least Squares Date: 12/18/09 Time: 09:16 Sample (adjusted): 1951 1985
Included observations: 35 after adjustments Instrument list: C Y Y(-1)
C Y CC(-1)
R-squared Adjusted R-squared S.E. of regression Hannan-Quinn criter. Second-Stage SSR
Coefficient 9.537352 0.867383 0.036470
Std. Error 10.10584 0.138986 0.158224
t-Statistic 0.943747 6.240794 0.230498
Prob. 0.3524 0.0000 0.8192 1429.137 482.0019 11499.29 4.07E-46
0.998544 Mean dependent var 0.998453 S.D. dependent var 18.95661 Sum squared resid 0.859288 F-statistic 11926.15
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Pairwise Granger Causality Tests Date: 05/10/16 Time: 09:56
23
Sample: 1950 1985 Lags: 2
Null Hypothesis:
Obs 34
F-Statistic 3.10238 11.1926
Probability 0.06012 0.00025
Y does not Granger Cause CC CC does not Granger Cause Y
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