Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 51 | |||
Reduced model | 54 | -3 | 0.450135336019392 | 0.718294299029691 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 51 | |||
Reduced model | 54 | -3 | 4.92330318200047 | 0.00443638085685621 |