| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 83 | |||
| Reduced model | 86 | -3 | 0.0474878827750638 | 0.986192066856826 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 83 | |||
| Reduced model | 86 | -3 | 0.72355895793077 | 0.540747882459108 |
