Table 9:
Granger causality relationship test.
Null Hypothesis:
Obs
F-Statistic
Prob.
R_BJCOAL
does not Granger Cause
R_RGI
47
0.523
0.719
R_RGI
does not Granger Cause
R_BJCOAL
2.714
0.045**
R_QHDCOAL
does not Granger Cause
R_RGI
48
2.455
0.077*
R_RGI
does not Granger Cause
R_QHDCOAL
1.192
0.326