Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 2.14229096897341 | 0.106589709370550 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 0.280436638320771 | 0.839259346797768 |