Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 0.706432304482115 | 0.552696909036877 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 0.288654369202763 | 0.833370735158625 |