Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 66 | |||
Reduced model | 67 | -1 | 3.20418366364443 | 0.0780371417502663 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 66 | |||
Reduced model | 67 | -1 | 3.2615590055039 | 0.0754816055928606 |