Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 54 | -1 | 0.242562353436621 | 0.624395687522552 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 53 | |||
Reduced model | 54 | -1 | 1.56975944001374 | 0.215741695019565 |