Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 4.97961859326877 | 3.6486585006478e-07 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 0.792135394960567 | 0.647982819340487 |