| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 110 | |||
| Reduced model | 113 | -3 | 2.83052687674694 | 0.0417414225103237 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 110 | |||
| Reduced model | 113 | -3 | 4.24653966585777 | 0.00702085013345716 |
