| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 280 | |||
| Reduced model | 306 | -26 | 1.64435313859974 | 0.0278882272775565 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 280 | |||
| Reduced model | 306 | -26 | 1.44870246457841 | 0.0774951080676381 |
