Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 43 | |||
Reduced model | 44 | -1 | 0.583674904403371 | 0.449047494699191 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 43 | |||
Reduced model | 44 | -1 | 1.76294747397479 | 0.191263054842497 |