Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 67 | |||
Reduced model | 68 | -1 | 2.49518891561029 | 0.118904591965049 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 67 | |||
Reduced model | 68 | -1 | 2.69048240977504 | 0.105636277466502 |