Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 39 | |||
Reduced model | 50 | -11 | 2.17911760503816 | 0.0366019260571903 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 39 | |||
Reduced model | 50 | -11 | 0.694613224736282 | 0.735455566345496 |