| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 5.4795006586391 | 1.97609562802319e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 3.75835681912008 | 0.00123056397956463 |
