| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 19 | |||
| Reduced model | 20 | -1 | 1.1140218491991 | 0.304446352859715 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 19 | |||
| Reduced model | 20 | -1 | 2.93450733715131 | 0.102976103578861 |
