| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 280 | |||
| Reduced model | 306 | -26 | 1.20311606439453 | 0.231889695828589 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 280 | |||
| Reduced model | 306 | -26 | 2.13750867234746 | 0.00142662024084352 |
