| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 5.56598718348094 | 1.60220016828400e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 1.66133853936060 | 0.129699275020357 |
