Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 24 | |||
Reduced model | 35 | -11 | 1.19658122954641 | 0.340468045432592 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 24 | |||
Reduced model | 35 | -11 | 1.36013155228295 | 0.253703255048311 |