| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 1.74535011652373 | 0.0627400835053434 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 4.21993606137704 | 7.32071919588838e-06 |
