| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 7.00361445400668 | 0.000138232134666166 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 4.32351164326886 | 0.00520266604031459 |
