| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 356 | |||
| Reduced model | 357 | -1 | 5.59772392299304 | 0.018518890238454 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 356 | |||
| Reduced model | 357 | -1 | 7.93599077771186 | 0.00511639002025549 |
