Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 35 | |||
Reduced model | 38 | -3 | 0.709699909493449 | 0.5527450325564 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 35 | |||
Reduced model | 38 | -3 | 3.28583080341017 | 0.0319984523945824 |