| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 2.37159497280400 | 0.00786768324843138 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 2.19990729176465 | 0.0142498478964834 |
