Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 68 | |||
Reduced model | 69 | -1 | 3.23515198648337 | 0.0765115520101312 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 68 | |||
Reduced model | 69 | -1 | 0.219358855602935 | 0.641026739712065 |