Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 41 | |||
Reduced model | 47 | -6 | 3.40292857886344 | 0.0081193016742717 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 41 | |||
Reduced model | 47 | -6 | 0.861628443158013 | 0.531008084632643 |