| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 32 | -8 | 2.45312196294637 | 0.0425208801313614 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 32 | -8 | 1.92140065877025 | 0.103293330359594 |
