Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 56 | |||
Reduced model | 57 | -1 | 2.99964362006962 | 0.0887883629367085 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 56 | |||
Reduced model | 57 | -1 | 0.692592382852414 | 0.408819023144012 |