| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 57 | |||
| Reduced model | 58 | -1 | 0.158370342986379 | 0.692147962415415 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 57 | |||
| Reduced model | 58 | -1 | 11.3404660407922 | 0.00136407584640995 |
