| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.39561456702828 | 0.231086684443517 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 4.76246245602822 | 0.000457458620593302 |
