| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 3.99224601000983 | 0.012503509836177 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 1.95730437713995 | 0.132129601823904 |
