| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 3249 | |||
| Reduced model | 3250 | -1 | 2.66865908872036 | 0.10243910632995 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 3249 | |||
| Reduced model | 3250 | -1 | 3.67448252813065 | 0.055339020945339 |
