| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 1.5112907274047 | 0.198046889218756 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 1.82530616571728 | 0.117297085693947 |
