Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 37 | -1 | 1.13922857618137 | 0.292921013022861 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 37 | -1 | 0.063821357863583 | 0.801991934465978 |