| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 71 | |||
| Reduced model | 77 | -6 | 9.22541250282922 | 1.82945796695959e-07 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 71 | |||
| Reduced model | 77 | -6 | 4.54344353714361 | 0.000593591382680946 |
