Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 2.49526326430687 | 0.0270646244732847 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 3.48694514081129 | 0.00429719094392257 |