| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 59 | -6 | 3.41728422221037 | 0.00632866786646395 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 59 | -6 | 0.690063977364577 | 0.658509096381034 |
