Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 13 | |||
Reduced model | 24 | -11 | 7.67453159815325 | 0.000484702550266556 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 13 | |||
Reduced model | 24 | -11 | 0.557621486405174 | 0.830634895666532 |