| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 21 | |||
| Reduced model | 22 | -1 | 1.15001288337216 | 0.295716104020351 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 21 | |||
| Reduced model | 22 | -1 | 6.25033462286944 | 0.0207752598511444 |
