Long run

Short run

Null hypothesis

t-statistics

Probability

Null hypothesis:

-statistics

Probability

LNDIE does not Granger Cause LNCO2

−3.09540

0.0045^a

ΔLNDIE does not Granger Cause ΔLNCO2

0.517733

0.4718

LNCO2 does not Granger Cause LNDIE

−1.92244

0.0652^c

ΔLNCO2 does not Granger Cause ΔLNDIE

0.016949

0.8964

LNGDP does not Granger Cause LNCO2

−3.09540

0.0045^a

ΔLNGDP does not Granger Cause ΔLNCO2

6.161021

0.0131^b

LNCO2 does not Granger Cause LNGDP

−4.72553

0.0001^a

ΔLNCO2 does not Granger Cause ΔLNGDP

4.485553

0.0342^b

LNGDP does not Granger Cause LNDIE

−1.92244

0.0652^c

ΔLNGDP does not Granger Cause ΔLNDIE

0.081619

0.7751

LNDIE does not Granger Cause LNGDP

−4.72553

0.0001^a

ΔLNDIE does not Granger Cause ΔLNGDP

2.763125

0.0965^c