| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 31 | |||
| Reduced model | 37 | -6 | 2.11685849613735 | 0.0795838954364033 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 31 | |||
| Reduced model | 37 | -6 | 1.01791362291190 | 0.432009650884873 |
