| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 56 | -6 | 1.82490806011173 | 0.113131631035172 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 56 | -6 | 0.985463616910168 | 0.445143278466634 |
