Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 38 | |||
Reduced model | 49 | -11 | 1.33219601607315 | 0.245154813867283 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 38 | |||
Reduced model | 49 | -11 | 1.17110564990685 | 0.338539797851513 |