| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 4 | |||
| Reduced model | 7 | -3 | 0.116691247234661 | 0.945682321403807 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 4 | |||
| Reduced model | 7 | -3 | 1.96751554035132 | 0.260975940936819 |
