| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 108 | |||
| Reduced model | 111 | -3 | 1.99869461426434 | 0.118503132994849 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 108 | |||
| Reduced model | 111 | -3 | 49.3081840551482 | 3.73512915645973e-20 |
