Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 353 | |||
Reduced model | 354 | -1 | 8.3932879368769 | 0.00400104595605359 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 353 | |||
Reduced model | 354 | -1 | 1.92352524184247 | 0.166343688151559 |