| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 1.63878770264636 | 0.0288101968519785 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 278 | |||
| Reduced model | 304 | -26 | 1.45095563906622 | 0.076727978455494 |
