Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 56 | |||
Reduced model | 57 | -1 | 0.516344250206463 | 0.475392897309691 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 56 | |||
Reduced model | 57 | -1 | 2.00420361768922 | 0.162401493017882 |