Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 37 | -1 | 2.87294044863272 | 0.0987147533009363 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 37 | -1 | 0.907831824721108 | 0.347044332723264 |