| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 5.18123703960294 | 4.07550751202169e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 3.69387425549569 | 0.00143363025014936 |
