| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 2.31083518812973 | 0.000459978235547124 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 1.11193824053572 | 0.326220088138095 |
