Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 355 | |||
Reduced model | 356 | -1 | 11.0236296455399 | 0.000992933761451914 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 355 | |||
Reduced model | 356 | -1 | 16.0241528428307 | 7.61702983799288e-05 |