Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 1.80567229942962 | 0.0520177409987448 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 324 | |||
Reduced model | 335 | -11 | 3.69794860412721 | 5.62927167441433e-05 |