| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 279 | |||
| Reduced model | 305 | -26 | 1.87713238173364 | 0.00727898264051922 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 279 | |||
| Reduced model | 305 | -26 | 1.11474007000318 | 0.322977306043648 |
