Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 3.08830086049664 | 0.0353841014960301 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 3.97065659800217 | 0.0129257459716043 |