| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 5.47944468415435 | 1.97953025083524e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 3.95128753793773 | 0.000780024710119505 |
