| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 3.48802914471049 | 0.00232436147628508 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 5.34798069642889 | 2.72207708249663e-05 |
