| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 3.12585816190524 | 0.000501592662341391 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 2.15602873788350 | 0.0165429137865141 |
