| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 3.19501004350756 | 0.000386945491687016 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 2.47707171739573 | 0.00542679665346958 |
