| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 1.96631600218113 | 0.166458567433709 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 0.133517157174521 | 0.71621436954833 |
