| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 326 | |||
| Reduced model | 337 | -11 | 1.74454284386156 | 0.0628807940348305 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 326 | |||
| Reduced model | 337 | -11 | 3.72724609444042 | 5.00460037608781e-05 |
