| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 2.44563530025201 | 0.00606213899819005 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 3.24873187910371 | 0.000315258102329768 |
