| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 54 | |||
| Reduced model | 60 | -6 | 3.85650891907703 | 0.0028367154564309 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 54 | |||
| Reduced model | 60 | -6 | 0.633836807576137 | 0.702532533695486 |
