Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 5.09575264426815 | 0.00372642956799687 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 50 | |||
Reduced model | 53 | -3 | 0.601959633562065 | 0.616770462140815 |