| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 7.80542555085276 | 4.67151006555862e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 2.32916826823418 | 0.074216637865419 |
