| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 326 | |||
| Reduced model | 337 | -11 | 3.13767756510889 | 0.000478451494413607 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 326 | |||
| Reduced model | 337 | -11 | 2.16224213980973 | 0.0161821957379004 |
