| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 312 | |||
| Reduced model | 323 | -11 | 2.26430144218678 | 0.0115057683201252 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 312 | |||
| Reduced model | 323 | -11 | 5.52213285385995 | 4.50109615576308e-08 |
