| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 44 | |||
| Reduced model | 47 | -3 | 0.190859284332336 | 0.902067060151312 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 44 | |||
| Reduced model | 47 | -3 | 2.47762390765450 | 0.073698889245913 |
