| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 5.40841771668353 | 0.00261900153479441 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 3.77543022873521 | 0.0159871779502236 |
