| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 5.46663410850833 | 0.00212656349998261 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 0.647877369926423 | 0.587256081953205 |
