| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 29 | |||
| Reduced model | 40 | -11 | 5.00066513807682 | 0.000242543767944853 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 29 | |||
| Reduced model | 40 | -11 | 3.77567429179121 | 0.00200224010478654 |
