Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 28 | |||
Reduced model | 34 | -6 | 0.337064416532715 | 0.911405874056954 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 28 | |||
Reduced model | 34 | -6 | 0.313927916239747 | 0.924281888578055 |