Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 71 | |||
Reduced model | 82 | -11 | 0.271904658927835 | 0.989160666084304 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 71 | |||
Reduced model | 82 | -11 | 9.4266516008334 | 3.45837405393405e-10 |