| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 1.95270463893700 | 0.0626279303348923 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 1.15431639436668 | 0.349677964335250 |
