| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 330 | |||
| Reduced model | 339 | -9 | 4.77758955087143 | 5.34437082041054e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 330 | |||
| Reduced model | 339 | -9 | 1.39852208248015 | 0.187436811095571 |
