| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 56 | -3 | 6.35858089766985 | 0.000920226390416174 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 56 | -3 | 4.96589635149095 | 0.00412798952622496 |
