| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 48 | -3 | 2.35231203184024 | 0.0847979644186335 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 48 | -3 | 5.21300677484065 | 0.00355874670880019 |
