Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 50 | -4 | 0.421923641893902 | 0.791986587432134 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 50 | -4 | 1.54239841007204 | 0.205764379015538 |