| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 3.20652518197436 | 0.000369391623206829 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 2.48950881686999 | 0.00518445047325583 |
