| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 5.11863586090288 | 0.0276411888005622 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 4.64829076639693 | 0.0354748726905906 |
