| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 7.19298943398815 | 0.000106816777691463 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 6.66037771038927 | 0.000219684215173265 |
