| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 2.55697423096209 | 0.0195467595995095 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 7.26188912395393 | 2.60977389422051e-07 |
