Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 49 | -3 | 0.249256707279685 | 0.861447559203342 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 46 | |||
Reduced model | 49 | -3 | 2.51950767463113 | 0.069620505555543 |