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Table 8 F statistics results of the Granger causality test at location Hyderabad with variables DTEC and Dst pair and DTEC and AE pair at 5% significance level

From: Granger causality analysis of deviation in total electron content during geomagnetic storms in the equatorial region

S.No Date of the storm Null hypothesis: Dst does not Granger cause deviation in TEC Null hypothesis: AE does not Granger cause deviation in TEC
DTEC as Y and Dst as X DTEC as Y and AE as X
p value Null hypothesis p value Null hypothesis
1 01-03-2015 0.00 Rejected 0 Rejected
2 02-03-2015 0.019 Rejected 0 Rejected
3 17-3-2015 0.085* Rejected 0.007 Rejected
4 19-3-2015 0.162* Fails to reject 0 Rejected
5 21-3-2015 0.063* Rejected 0.037 Rejected
6 22-3-2015 0.06 Rejected 0.247* Fails to reject
7 16-4-2015 0 Fails to reject 0.021 Rejected
8 22-6-2015 0.595* Rejected 0.001 Rejected
9 23-6-2015 0.002 Fails to reject 0.003 Rejected
10 20-12-2015 0.032 Rejected 0.003 Rejected
11 21-12-2015 0 Rejected 0.007 Rejected
12 31-12-2015 0.003 Rejected 0 Rejected
  1. *Rejection of the null hypothesis at 5% level of significance