Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 24 | |||
Reduced model | 35 | -11 | 3.25430705617669 | 0.00756452291479403 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 24 | |||
Reduced model | 35 | -11 | 1.22704991548819 | 0.322638038372706 |