| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 86 | |||
| Reduced model | 97 | -11 | 2.00444465165768 | 0.0374872864322291 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 86 | |||
| Reduced model | 97 | -11 | 2.75761959118687 | 0.00415193261023748 |
