| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 4.02268340152622 | 1.58659346883655e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 1.19137439685998 | 0.291726273033017 |
