Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 279 | |||
Reduced model | 305 | -26 | 1.34341761353691 | 0.127647701130995 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 279 | |||
Reduced model | 305 | -26 | 1.64274281192629 | 0.0281638709597349 |