| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 56 | |||
| Reduced model | 67 | -11 | 6.21241113411572 | 1.45376137402788e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 56 | |||
| Reduced model | 67 | -11 | 2.72165452313922 | 0.0069315579448239 |
