Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 56 | -3 | 0.188397929602565 | 0.903839725430497 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 56 | -3 | 0.431194004436729 | 0.731512163089666 |