Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 30 | |||
Reduced model | 31 | -1 | 6.28609324386338 | 0.0178144088540759 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 30 | |||
Reduced model | 31 | -1 | 0.230470476479737 | 0.634657161938919 |