Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 49 | |||
Reduced model | 52 | -3 | 1.44382827327651 | 0.24143194781295 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 49 | |||
Reduced model | 52 | -3 | 0.451961972110248 | 0.717067440698864 |