| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 5 | |||
| Reduced model | 8 | -3 | 0.171733269980755 | 0.911072908488774 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 5 | |||
| Reduced model | 8 | -3 | 0.00958376449256203 | 0.998539718788476 |
