Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 41 | |||
Reduced model | 47 | -6 | 2.23468703932871 | 0.0588244031915648 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 41 | |||
Reduced model | 47 | -6 | 3.50798955951027 | 0.00681974789997693 |