Table 9: Granger causality relationship test.

  Null Hypothesis:   Obs   F-Statistic   Prob.
  R_BJCOAL does not Granger Cause R_RGI   47   0.523   0.719
  R_RGI does not Granger Cause R_BJCOAL   2.714   0.045**
  R_QHDCOAL does not Granger Cause R_RGI   48   2.455   0.077*
  R_RGI does not Granger Cause R_QHDCOAL   1.192   0.326