| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 99 | |||
| Reduced model | 105 | -6 | 1.34585997985259 | 0.244212404401779 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 99 | |||
| Reduced model | 105 | -6 | 34.1086550186331 | 4.85282252399604e-22 |
