| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 0.858341522964193 | 0.468872746337774 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 3.56218791973581 | 0.0205369580520741 |
