| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 63 | |||
| Reduced model | 66 | -3 | 7.37707968127817 | 0.000259137922990834 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 63 | |||
| Reduced model | 66 | -3 | 0.27125624624641 | 0.84589369855928 |
