| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 1.27773428399093 | 0.170610404025286 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 2.19977117957967 | 0.00095717881531997 |
