Fig. 1

Flow chart of Granger Causality Test. The Pearson correlation test adapts p-value < 0.01 as threshold, and the other three: the unit root test, co-integration test and Granger causality test adapt p-value < 0.05 as threshold
Flow chart of Granger Causality Test. The Pearson correlation test adapts p-value < 0.01 as threshold, and the other three: the unit root test, co-integration test and Granger causality test adapt p-value < 0.05 as threshold