Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 49 | -3 | 1.20105627883936 | 0.319966037560688 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 49 | -3 | 0.350244733753674 | 0.789135683440815 |