| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 355 | |||
| Reduced model | 356 | -1 | 5.79177773143266 | 0.0166114781629676 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 355 | |||
| Reduced model | 356 | -1 | 9.4198458533991 | 0.00231166578489902 |
