Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 4.97619653299747 | 0.000375105377843968 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 8.29157112745123 | 5.14322814683921e-06 |