| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 15 | |||
| Reduced model | 26 | -11 | 0.776766153174194 | 0.658688645148553 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 15 | |||
| Reduced model | 26 | -11 | 1.25544061510949 | 0.334172171532368 |
