| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 3.19570788490153 | 0.000384824794026978 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 2.09747969028518 | 0.020142041297307 |
