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Table 4 Granger causality test results

From: Analysis on the influence factors of Bitcoin’s price based on VEC model

Dependent variable: LNBTC_SA

   

Excluded

Chi-sq

df

Prob.

LNCPI_SA

4.588062

4

0.3322

LNDJIA_SA

4.075893

4

0.3958

LNFFR_SA

5.923070

4

0.2050

LNGP_SA

13.31688

4

0.0098

LNUSDI_SA

13.26422

4

0.0101

All

21.62317

20

0.3613