Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 54 | |||
Reduced model | 55 | -1 | 2.01287239178360 | 0.161715962363836 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 54 | |||
Reduced model | 55 | -1 | 2.82628344240189 | 0.0985085664344945 |