| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 354 | |||
| Reduced model | 355 | -1 | 6.17102467790193 | 0.0134477571174848 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 354 | |||
| Reduced model | 355 | -1 | 9.52226273142914 | 0.00218981643454779 |
