Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 74 | |||
Reduced model | 77 | -3 | 0.260220463421324 | 0.853818552506944 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 74 | |||
Reduced model | 77 | -3 | 0.155974115154218 | 0.925521547013794 |