| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 1521 | |||
| Reduced model | 1522 | -1 | 1.17076336587002 | 0.279415957141017 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 1521 | |||
| Reduced model | 1522 | -1 | 10.0820107929782 | 0.00152725334112327 |
