| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 12.4289885598177 | 3.42354994408498e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 2.91623837519585 | 0.0431821181134712 |
