| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 7.01708701013578 | 0.000135630753513728 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 349 | |||
| Reduced model | 352 | -3 | 4.19646914686376 | 0.00617335155224463 |
