| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 20 | |||
| Reduced model | 31 | -11 | 0.39559573233468 | 0.94183330321496 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 20 | |||
| Reduced model | 31 | -11 | 1.17389041575037 | 0.362794947199638 |
