Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 27 | |||
Reduced model | 38 | -11 | 1.7746125620239 | 0.109583580806079 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 27 | |||
Reduced model | 38 | -11 | 1.50851551296057 | 0.185702494731204 |