| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 10.1605198090475 | 1.97332640159294e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 0.516800393337229 | 0.670967705670172 |
