Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 0.0525885550948739 | 0.819469352660234 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 55 | |||
Reduced model | 56 | -1 | 3.6158293873914 | 0.0624755540039359 |