Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 32 | |||
Reduced model | 37 | -5 | 0.537478751445814 | 0.746342636704645 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 32 | |||
Reduced model | 37 | -5 | 1.66997228079091 | 0.170308232979917 |