| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 97 | |||
| Reduced model | 100 | -3 | 3.99185180089229 | 0.00997899261473914 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 97 | |||
| Reduced model | 100 | -3 | 3.77889404403599 | 0.0129996636903265 |
