| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 16 | |||
| Reduced model | 17 | -1 | 9.79253306572349 | 0.00647009017277769 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 16 | |||
| Reduced model | 17 | -1 | 0.422956874533977 | 0.52469464906459 |
