| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 11 | |||
| Reduced model | 22 | -11 | 0.681578285621669 | 0.732238242100099 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 11 | |||
| Reduced model | 22 | -11 | 1.49743882083114 | 0.257078668367294 |
