Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 29 | |||
Reduced model | 35 | -6 | 2.33025853317053 | 0.0585979923609223 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 29 | |||
Reduced model | 35 | -6 | 2.05981378327652 | 0.0893553015109337 |