| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.69208408109208 | 0.129219244911297 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.06143035832226 | 0.42534730658413 |
