| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 341 | |||
| Reduced model | 347 | -6 | 2.7021212999117 | 0.0141265717998150 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 341 | |||
| Reduced model | 347 | -6 | 7.38579299433357 | 1.92069001399143e-07 |
