| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 1.58077489794240 | 0.176641231455336 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 16.2469947470253 | 1.45305137615707e-09 |
