| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 3.46294391786243 | 0.00246335039664874 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 340 | |||
| Reduced model | 346 | -6 | 5.28747730592435 | 3.14690017037572e-05 |
