Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 354 | |||
Reduced model | 355 | -1 | 2.0442467791842 | 0.153664524316026 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 354 | |||
Reduced model | 355 | -1 | 3.82712091005182 | 0.0512154595608946 |