Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 29 | |||
Reduced model | 39 | -10 | 0.713816573984522 | 0.704635423934392 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 29 | |||
Reduced model | 39 | -10 | 0.220781248120034 | 0.992115849442938 |