Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 1.19660770207818 | 0.278768563431601 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 0.0317228997058621 | 0.85929159317624 |