Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 3.20948046552192 | 0.000365808759483578 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 2.26447025431477 | 0.0114182165253903 |