Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 1.62911915050588 | 0.150873074371873 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 0.864354062658867 | 0.583582094462253 |