| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 36 | |||
| Reduced model | 47 | -11 | 2.58580824038394 | 0.0155892792320968 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 36 | |||
| Reduced model | 47 | -11 | 0.646852862338606 | 0.776762912448007 |
