| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 20 | |||
| Reduced model | 31 | -11 | 1.81042749280720 | 0.119856668872801 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 20 | |||
| Reduced model | 31 | -11 | 1.55983658801241 | 0.186705564024279 |
