Application of Radial Basis Function Neural Network Coupling Particle Swarm Optimization Algorithm to Classification of Saudi Arabia Stock Returns

Table 3

Engle and Granger causality test.

Variables	Estimate	Std. error	t-stat ()	value	R-squared	Causality detection
Inf.	−0.88575	0.02925	−30.286	2e − 16	0.4331	Causality
Repo	−0.89178	0.02930	−30.436	2.2e − 16	0.4348	Causality
Loil	−0.88806	0.02927	−30.343	2e − 16	0.4338	Causality
All	−0.89224	0.02931	−30.446	2e − 16	0.435	Causality