| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 88 | |||
| Reduced model | 94 | -6 | 2.65852302015092 | 0.0203699340552489 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 88 | |||
| Reduced model | 94 | -6 | 4.01096550918411 | 0.00134715081185135 |
