| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 352 | |||
| Reduced model | 354 | -2 | 6.04994799482534 | 0.00261030415554407 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 352 | |||
| Reduced model | 354 | -2 | 5.20498438534119 | 0.00591949920480479 |
