Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 86 | |||
Reduced model | 89 | -3 | 0.290937438645765 | 0.831833759569511 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 86 | |||
Reduced model | 89 | -3 | 0.315682030719333 | 0.81399735962386 |