Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 355 | |||
Reduced model | 356 | -1 | 0.836022331865516 | 0.361157469655082 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 355 | |||
Reduced model | 356 | -1 | 29.149546066176 | 1.22870927008750e-07 |