Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 42 | |||
Reduced model | 48 | -6 | 0.295392436925022 | 0.93572735307134 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 42 | |||
Reduced model | 48 | -6 | 1.12254686163582 | 0.365884963971753 |