| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 43 | -3 | 3.70031742464475 | 0.0192968958353983 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 43 | -3 | 0.232331533253822 | 0.873315003969332 |
