Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 47 | |||
Reduced model | 50 | -3 | 0.365373293608366 | 0.778296399848107 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 47 | |||
Reduced model | 50 | -3 | 1.18058586217216 | 0.327246391988741 |