The index of industrial production (IP,) is a monthly time series that measures the quantity of industrial commodities produced in a given month. Using the data on this index for the United States over the sample period 1986:M1 to 2013:M12 (that is, January 1986 through December 2013), a forecaster constructs an AR(4) model that also includes four lagged values of AR, where R is the interest rate on 3-month U.S. Treasury bills (measured in percentage points at an annual rate) to predict /P growth. The Granger-causality F-statistic on the four lags of AR, is 4.16. Do interest rates help predict /P growth? Use a 5% level of significance to explain. A. Yes, since the Granger-causality F-statistic > 2.372, the critical value for the F-test at a 5% significance level. O B. Yes, since the Granger-causality F-statistic is positive. O C. No, since the Granger-causality F-statistic > 2.372, the critical value for the F-test at a 5% significance level. O D. There is insufficient information since an ADF statistic needs to be calculated