| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 2.3769266654816 | 0.0456490607888668 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 1.32618418181849 | 0.267003268571886 |
