| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 75 | |||
| Reduced model | 78 | -3 | 19.1865702661187 | 2.47837519246451e-09 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 75 | |||
| Reduced model | 78 | -3 | 0.79377605867995 | 0.501160435161138 |
