I have run a Granger causality test on two time series but im not sure based on the output whether or not to reject the null hypothesis. Below is the stata output. Any help would be greatly appreciated as im absolutely stumped!



H0: sse does not Granger-cause dax

F( 4, 458) = 4.15
Prob > F = 0.0026

chi2(4) = 16.92 (asymptotic)
Prob > chi2 = 0.0020 (asymptotic)

Source | SS df MS Number of obs = 467
-------------+------------------------------ F( 8, 458) = 4.04
Model | .007337069 8 .000917134 Prob > F = 0.0001
Residual | .10401977 458 .000227117 R-squared = 0.0659
-------------+------------------------------ Adj R-squared = 0.0496
Total | .111356839 466 .000238963 Root MSE = .01507

------------------------------------------------------------------------------
dax | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
dax |
L1. | -.0569729 .0466041 -1.22 0.222 -.1485573 .0346116
L2. | .0717223 .0461151 1.56 0.121 -.018901 .1623457
L3. | -.1502169 .0456892 -3.29 0.001 -.2400034 -.0604304
L4. | .0303349 .0457368 0.66 0.508 -.0595452 .1202149
sse |
L1. | .1538627 .0456992 3.37 0.001 .0640566 .2436688