| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 1.16042112338595 | 0.394282197267165 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 1.28750325796643 | 0.328386599315193 |
