| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 35 | -11 | 0.864677803691045 | 0.583644613536836 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 35 | -11 | 1.81348412606557 | 0.107859617433124 |
