Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 325 | |||
Reduced model | 336 | -11 | 2.17220395997711 | 0.0156517526863161 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 325 | |||
Reduced model | 336 | -11 | 2.7323106047318 | 0.00215943103667073 |