| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 1.58601781621806 | 0.163923101245274 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 2.30469224644805 | 0.0406986947596316 |
