Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 356 | |||
Reduced model | 357 | -1 | 17.9144959720895 | 2.94360540545307e-05 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 356 | |||
Reduced model | 357 | -1 | 0.0929541667364192 | 0.760632773377764 |