| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 221 | |||
| Reduced model | 222 | -1 | 6.26013307920756 | 0.0130730973627266 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 221 | |||
| Reduced model | 222 | -1 | 1.41665097909288 | 0.235232397134477 |
