| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 3.42280928590247 | 0.0174580778000693 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 6.56201079278862 | 0.000251332633960696 |
