| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 2219 | |||
| Reduced model | 2220 | -1 | 1.29469953123872 | 0.255306530022495 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 2219 | |||
| Reduced model | 2220 | -1 | 4.72980510416565 | 0.0297495399449954 |
