| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 3.26718159061301 | 0.000294384616285633 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 2.60245878216426 | 0.00346515510980341 |
