| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 43 | |||
| Reduced model | 48 | -5 | 3.21000552243123 | 0.0150113871368581 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 43 | |||
| Reduced model | 48 | -5 | 0.339128493725217 | 0.886354062365643 |
