| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 355 | -2 | 9.33148212081139 | 0.000112431100594406 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 355 | -2 | 5.98777380448176 | 0.00277127930042487 |
