Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 38 | |||
Reduced model | 39 | -1 | 3.19057992529751 | 0.0820450357921239 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 38 | |||
Reduced model | 39 | -1 | 1.03059773229621 | 0.316438786553893 |