| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 1.27562510928836 | 0.289726469563893 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 2.07836093068456 | 0.0768072219440561 |
