| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 6.85687867345122 | 0.000168354241224008 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 4.13319251531419 | 0.00672126100150038 |
