Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 323 | |||
Reduced model | 334 | -11 | 5.25107206686748 | 1.24751723530327e-07 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 323 | |||
Reduced model | 334 | -11 | 1.22838602509795 | 0.266735919580287 |