I tested the hypothesis: SwissFranc/USD does not Granger Cause S&P500 and received an F-Statistic of 69.1 and a probability of 2E-51. How do I interpret this result and can the probability be 2E-51, so negative? Having trouble stating the result of the test. Any help appreciated. Thanks
2026-02-22 23:07:22.1771801642
High F-Statistic Value and negative Probability for Granger Causality Result, Interpretation?
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You've misunderstood the notation.
2E-51is not a negative number, but machine notation for the number $2 \times 10^{-51}$, which is equal to $$0.000000000000000000000000000000000000000000000000002.$$ This corresponds to the probability of observing a value of the $F$-statistic at least as large as $69.1$ by random chance, assuming the null hypothesis is true (in your case, no effect).