| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 103 | |||
| Reduced model | 104 | -1 | 0.806162456470075 | 0.371351265371056 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 103 | |||
| Reduced model | 104 | -1 | 5.68486020637872 | 0.0189421743137404 |
