| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 43 | |||
| Reduced model | 44 | -1 | 4.13070841547286 | 0.048317216431903 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 43 | |||
| Reduced model | 44 | -1 | 0.0141512582415675 | 0.905861810725496 |
