| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 6.25944448132115 | 0.0128051947454671 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 9.62335832408214 | 0.00207598128400418 |
