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Hello,

Please if the p-value is more than 5% but the F-statistic exceeds the F-critical value, should the null be accepted or rejected?

thanks.

Hello,

So does it mean the order of integration of the data is not necessary in a Pairwise Granger test? Some empirical models requires the specification of both lag order (k) and order of integration (d) for test of causality, example Seabra and Flach (2005:2).

Why the difference?

Thanks, Emml.

Hello Sir/Madam,

Please, the Pairwise Granger test does not ask for the order of integration of the data to be specified. Is the order of integration of the data part of the computation done by the test or not?

Thank you,
Emml.

Hello Sir/Madam, Please should absolute figures of the t-values be considered all time even if the t-value is positive and the critical values are negative? Example my test results shows; t-value = 0.2768, critical values are; 1% = -2.8622, 5% = -1.979, 10% = -1.6337. p-value = 0.7882. Please should...