| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 4.93409644511989 | 0.00227887868617969 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 5.57237240212549 | 0.000960119547557882 |
