Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 76 | |||
Reduced model | 86 | -10 | 1.85553892726719 | 0.064993402621192 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 76 | |||
Reduced model | 86 | -10 | 2.18856628676893 | 0.0273158917904128 |