Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 346 | |||
Reduced model | 350 | -4 | 5.41561225466233 | 0.000306470756129839 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 346 | |||
Reduced model | 350 | -4 | 4.56694428790329 | 0.00131844683359551 |