| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 76 | |||
| Reduced model | 78 | -2 | 2.87054868650105 | 0.0628317103452445 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 76 | |||
| Reduced model | 78 | -2 | 2.04872261263304 | 0.135958783508029 |
