Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 90 | |||
Reduced model | 92 | -2 | 2.48497202219495 | 0.0890296629739473 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 90 | |||
Reduced model | 92 | -2 | 0.752945801092443 | 0.473920352647306 |