| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 42 | -3 | 2.95754697609724 | 0.044108839828608 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 42 | -3 | 0.0712382701943262 | 0.974993597486415 |
