Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 62 | |||
Reduced model | 73 | -11 | 1.20969209149038 | 0.299819386468314 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 62 | |||
Reduced model | 73 | -11 | 0.52843173508865 | 0.876688502869188 |