| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 59 | |||
| Reduced model | 62 | -3 | 3.4741646181237 | 0.0215171093119505 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 59 | |||
| Reduced model | 62 | -3 | 1.20444770794328 | 0.316074083555099 |
