Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 48 | |||
Reduced model | 51 | -3 | 0.707958743277462 | 0.551990855319211 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 48 | |||
Reduced model | 51 | -3 | 1.03534028102063 | 0.385410733336187 |