| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 6.17520697067985 | 0.0134178770594820 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 353 | |||
| Reduced model | 354 | -1 | 9.85539779133748 | 0.00183607105945474 |
