| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 84 | |||
| Reduced model | 95 | -11 | 3.0426042794964 | 0.00181854705868268 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 84 | |||
| Reduced model | 95 | -11 | 19.9345309201898 | 4.73172312990802e-19 |
