Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 279 | |||
Reduced model | 305 | -26 | 1.64447535858340 | 0.0278968963290143 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 279 | |||
Reduced model | 305 | -26 | 1.40706892400997 | 0.0948821382378818 |