Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 0.194563895466430 | 0.660874092647443 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 0.0733300546207143 | 0.787562215926452 |