Table 6 Causality test results
Null Hypothesis: | F-Stat | Prob | Decision |
|---|---|---|---|
LNFLE case | |||
 LNAEL does not cause LNFLE | 0.010 | 0.991 | LNFLE → LNAEL (one-way causality) |
 LNFLE does not cause LNAEL | 7.788*** | 0.001 | |
 LNFED does not cause LNFLE | 0.162 | 0.850 | LNFLE → LNFED (one-way causality) |
 LNFLE does not cause LNFED | 4.654** | 0.011 | |
 LNPUH does not cause LNFLE | 0.775 | 0.463 | No causality |
 LNFLE does not cause LNPUH | 0.199 | 0.819 | |
 LNGDP does not cause LNFLE | 2.512* | 0.085 | LNGDP → LNFLE (one-way causality) |
 LNFLE does not cause LNGDP | 1.529 | 0.220 | |
 LNIMM does not cause LNFLE | 0.610 | 0.545 | LNFLE → LNIMM (one-way causality) |
 LNFLE does not cause LNIMM | 2.948* | 0.056 | |
 LNURB does not cause LNFLE | 22.828*** | 0.000 | LNURB → LNFLE (one-way causality) |
 LNFLE does not cause LNURB | 1.769 | 0.174 | |
LNFAM case | |||
 LNAEL does not cause LNFAM | 0.189 | 0.828 | LNFAM → LNAEL (one-way causality) |
 LNFAM does not cause LNAEL | 5.038*** | 0.008 | |
 LNFED does not cause LNFAM | 0.162 | 0.851 | LNFAM → LNFED (one-way causality) |
 LNFAM does not cause LNFED | 2.356* | 0.098 | |
 LNPUH does not cause LNFAM | 0.258 | 0.773 | No causality |
 LNFAM does not cause LNPUH | 0.683 | 0.507 | |
 LNGDP does not cause LNFAM | 0.275 | 0.759 | No causality |
 LNFAM does not cause LNGDP | 1.601 | 0.205 | |
 LNIMM does not cause LNFAM | 0.162 | 0.851 | LNFAM → LNIMM (one-way causality) |
 LNFAM does not cause LNIMM | 3.826** | 0.024 | |
 LNURB does not cause LNFAM | 1.925 | 0.150 | No causality |
 LNFAM does not cause LNURB | 0.330 | 0.719 | |