Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 2.27313448251711 | 0.0417249334927109 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 26 | |||
Reduced model | 37 | -11 | 0.850393679108514 | 0.595274591844284 |