Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 2.18597944127264 | 0.0511687251433389 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 2.02959478665805 | 0.0693022189682502 |