| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 42 | -3 | 3.25820748108515 | 0.0316263891125604 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 42 | -3 | 2.74602193961223 | 0.0558572723967605 |
