Table 5 Results of granger causality tests
Vertical transmission (wholesale and retail prices) | |||||
|---|---|---|---|---|---|
Commodity | Market | Null hypothesis | Chi-sq | Prob | Type of causality |
Matoke | Kampala | WP ≠ > RP | 3.5421* | 0.0598 | Unidirectional |
RP ≠ > WP | 0.1702 | 0.6799 | |||
Mbarara | WP ≠ > RP | 4.2169 | 0.1214 | None | |
RP ≠ > WP | 2.9692 | 0.2266 | |||
Beans | Kampala | WP ≠ > RP | 9.5095*** | 0.0086 | Unidirectional |
RP ≠ > WP | 0.3560 | 0.8369 | |||
Maize | Masindi | WP ≠ > RP | 28.6944*** | 0.0000 | Unidirectional |
RP ≠ > WP | 5.1383 | 0.1619 | |||
Spatial price transmission | ||||
|---|---|---|---|---|
Commodity | Null hypothesis | Chi-sq | Prob | Type of causality |
Wholesale and wholesale prices | ||||
Matoke | WP_Kampala ≠ > WP_Mbarara | 24.8592*** | 0.0000 | Unidirectional |
WP_Mbarara ≠ > WP_Kampala | 0.6502 | 0.7224 | ||
WP_Mbarara ≠ > RP_Kampala | 13.8341*** | 0.0010 | Unidirectional | |
RP_Kampala ≠ > WP_Mbarara | 0.5110 | 0.7745 | ||
Beans | WP_Kampala ≠ > WP_Masindi | 2.3957 | 0.4944 | Unidirectional |
WP_Masindi ≠ > WP_Kampala | 13.4921*** | 0.0037 | ||
WP_Masindi ≠ > RP_Kampala | 21.4760*** | 0.0000 | Unidirectional | |
RP_Kampala ≠ > WP_Masindi | 0.9678 | 0.6164 | ||
Maize | WP_Masindi ≠ > RP_Kampala | 21.11967*** | 0.0000 | Unidirectional |
RP_Kampala ≠ > WP_Masindi | 1.5183 | 0.4681 | ||
WP_Tororo ≠ > RP_Kampala | 24.8015*** | 0.0001 | Unidirectional | |
RP_Kampala ≠ > WP_Tororo | 6.7686 | 0.1486 | ||