Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 54 | -1 | 0.477823186729837 | 0.492426775026715 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 54 | -1 | 2.17114843345417 | 0.146536004281938 |