| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 92 | |||
| Reduced model | 97 | -5 | 3.22296805223627 | 0.00999847865807863 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 92 | |||
| Reduced model | 97 | -5 | 1.12027073442850 | 0.355199163845468 |
