Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 51 | |||
Reduced model | 54 | -3 | 0.0383972361024707 | 0.989827394173793 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 51 | |||
Reduced model | 54 | -3 | 1.02684799370967 | 0.388546377140997 |