K-S | K-S probability | |
Bp1 | 0.011 | 1 |
Bp2 | 0.012 | 1 |
Bp3 | 0.197 | 0.0523 |
Bp4 | 0.079 | 0.3508 |
Sh1 | 0.011 | 1 |
Sh2 | 0.009 | 1 |
Sh3 | 0.189 | 0.0704 |
Sh4 | 0.084 | 0.2909 |
BP1 | |||||||
0.0005 | -0.0474 | -0.0637 | 4.83E-05 | 0.1287 | 0.0538 | 3.3915 | |
(0.0002) | (0.0449) | (0.0328) | (8.53E-06) | (0.0839) | (0.1311) | (0.2186) | |
Sh1 | |||||||
0.0019 | -0.0762 | 1.86E-06 | 0.0457 | 0.9537 | 8.1928 | ||
(0.0007) | (0.0456) | (4.32E-06) | (0.0215) | (0.029) | (2.9599) |
Lag length | Null hypothesis | In conclusion | ||
---|---|---|---|---|
1 | SH1 is not a Granger reason for BP1 | 1.08434 | 0.29825 | Accept |
BP1 is not a Granger reason for SH1 | 0.63241 | 0.42686 | Accept | |
2 | SH1 is not a Granger reason for BP1 | 0.87401 | 0.41793 | Accept |
BP1 is not a Granger reason for SH1 | 2.1805 | 0.1141 | Accept |
BP2 | ||||||
0.0002 | 0.1511 | 2.15E-06 | 0.0863 | 0.9107 | 7.4628 | |
(0.0005) | (0.0607) | (2.43E-06) | (0.0366) | (0.037) | (4.0494) | |
Sh2 | ||||||
0.0006 | -0.1208 | 0.0003 | 0.0145 | 0.6166 | 8.394 | |
(0.0013) | (0.0494) | (0.0005) | (0.0513) | (0.6567) | (4.7757) |
BP4 | |||||
8.33E-05 | 5.89E-05 | 0.0316 | 0.8417 | 10.24 | |
(0.002) | (5.59E-05) | (0.0643) | (0.1244) | (11.2066) | |
Sh4 | |||||
0.0037 | -7.38E-06 | -0.0019 | 1.0107 | 19.81 | |
(0.0018) | (1.12E-05) | (0.0359) | (0.0521) | (35.4823) |
Lag length | Null hypothesis | F | P | In conclusion |
---|---|---|---|---|
1 | SH4 is not a Granger reason for BP4 | 3.76151 | 0.05459 | Accept |
BP4 is not a Granger reason for SH4 | 0.10389 | 0.74773 | Accept | |
2 | SH4 is not a Granger reason for BP4 | 2.99813 | 0.0534 | Accept |
BP4 is not a Granger reason for SH4 | 0.04023 | 0.96058 | Accept |
Lag length | Null hypothesis | In conclusion | ||
---|---|---|---|---|
1 | SH2 is not a Granger reason for BP2 | 0.08311 | 0.77329 | Accept |
BP2 is not a Granger reason for SH2 | 5.77063 | 0.01678 | Refuse | |
2 | SH2 is not a Granger reason for BP2 | 0.17162 | 0.84236 | Accept |
BP2 is not a Granger reason for SH2 | 3.17334 | 0.043 | Refuse |
BP3 | |||||
-0.0055 | 0.0015 | -0.1642 | 0.4349 | 20.02 | |
(0.0073) | (0.0007) | (0.0363) | (0.4032) | (90.079) | |
Sh3 | |||||
-0.007 | 0.0004 | -0.2405 | 1.0267 | 21.6 | |
(0.0047) | (0.0002) | (0.0806) | (0.171) | (103.3) |
Lag length | Null hypothesis | In conclusion | ||
---|---|---|---|---|
1 | SH3 is not a Granger reason for BP3 | 2.65028 | 0.11119 | Accept |
BP3 is not a Granger reason for SH3 | 0.00298 | 0.95676 | Accept | |
2 | SH3 is not a Granger reason for BP3 | 0.97062 | 0.38804 | Accept |
BP3 is not a Granger reason for SH3 | 1.084 | 0.34847 | Accept |
k | v | Date | Z statistics | ||
---|---|---|---|---|---|
1 | 490 | 2017/2/12 | 0.0382 | 0.0573 | -2.5852 |
2 | 868 | 2018/9/18 | 0.1563 | 0.2308 | 0.2257 |
3 | 913 | 2018/11/28 | 0.1303 | 0.191 | 0.0056 |
4 | 1048 | 2019/6/29 | 0.1271 | 0.1901 |