Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 28 | |||
Reduced model | 38 | -10 | 0.568827758453414 | 0.824943720014712 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 28 | |||
Reduced model | 38 | -10 | 0.303411162663405 | 0.974168855155463 |