| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 46 | -1 | 12.5408868291301 | 0.000939687254469055 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 46 | -1 | 0.864588717628468 | 0.357419158496158 |
