| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 81 | |||
| Reduced model | 82 | -1 | 18.716644999874 | 4.29413043064144e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 81 | |||
| Reduced model | 82 | -1 | 2.52392841955755 | 0.116026910942425 |
