Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 41 | -5 | 1.18331296414276 | 0.336551083832831 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 36 | |||
Reduced model | 41 | -5 | 3.81925814500215 | 0.00705821167654405 |