| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 101 | |||
| Reduced model | 107 | -6 | 1.3541638729704 | 0.240497345895812 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 101 | |||
| Reduced model | 107 | -6 | 4.41000930753473 | 0.00053247038867966 |
