| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 42 | -2 | 0.620317502334828 | 0.542866386864447 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 42 | -2 | 4.74173259254937 | 0.0141905013123654 |
