| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 74 | |||
| Reduced model | 77 | -3 | 0.716578554616262 | 0.545204151487404 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 74 | |||
| Reduced model | 77 | -3 | 0.840722486558805 | 0.475877809353002 |
