| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 80 | |||
| Reduced model | 83 | -3 | 13.2621046381119 | 4.12843501017542e-07 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 80 | |||
| Reduced model | 83 | -3 | 30.8838780901771 | 2.31014827161421e-13 |
