Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 49 | |||
Reduced model | 52 | -3 | 0.639695149274777 | 0.593112172973667 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 49 | |||
Reduced model | 52 | -3 | 0.242526530370314 | 0.866237341774527 |