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Data X:
 
Data Y:
 
Box-Cox transformation parameter (X series) 
Degree (d) of non-seasonal differencing (X series) 
Degree (D) of seasonal differencing (X series) 
Seasonal Period 
Box-Cox transformation parameter (Y series) 
Degree (d) of non-seasonal differencing (Y series) 
Degree (D) of seasonal differencing (Y series) 
Number of non-seasonal time lags in test 
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R Code




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center


Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model3249
Reduced model3250-12.668659088720360.10243910632995


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model3249
Reduced model3250-13.674482528130650.055339020945339





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