| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 520 | |||
| Reduced model | 521 | -1 | 4.74510706349296 | 0.0298301923027076 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 520 | |||
| Reduced model | 521 | -1 | 24.2221093151265 | 1.15412308791993e-06 |
