| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 73 | |||
| Reduced model | 84 | -11 | 1.53550338029229 | 0.137423066953618 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 73 | |||
| Reduced model | 84 | -11 | 2.97524891451959 | 0.00258819103296405 |
