Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 2.17984394783858 | 0.0517796173064263 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 25 | |||
Reduced model | 36 | -11 | 2.65332129552781 | 0.0209850007628627 |