| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 48 | |||
| Reduced model | 51 | -3 | 1.71958902141833 | 0.175487302711464 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 48 | |||
| Reduced model | 51 | -3 | 0.992357259913952 | 0.404429532094952 |
