| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 100 | |||
| Reduced model | 105 | -5 | 0.377823742784969 | 0.862887408400805 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 100 | |||
| Reduced model | 105 | -5 | 1.65047186935891 | 0.153665914361098 |
