Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 0.951376050440064 | 0.511475854071113 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 1.82333719203275 | 0.103535916657963 |