Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 3.85743206070553 | 0.0146872561224107 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 3.42019137557188 | 0.0241553147386773 |