| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 0.80178842548061 | 0.574261721695735 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 1.23734550742526 | 0.307511544340804 |
