| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 3.48279856483000 | 0.0628388354184821 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 10.8887057718062 | 0.00106615467369185 |
