Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 14 | |||
Reduced model | 25 | -11 | 2.70598168881992 | 0.041377266294951 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 14 | |||
Reduced model | 25 | -11 | 1.75453511128730 | 0.159950567340402 |