| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 2 | |||
| Reduced model | 4 | -2 | 15.9245796767859 | 0.0590856623382867 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 2 | |||
| Reduced model | 4 | -2 | 0.333174883502906 | 0.750089138622615 |
