| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 3.84415674906221 | 0.00992232463201392 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 6.54105396001311 | 0.000258568241851514 |
