| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 2.12657603126999 | 0.0420795160356721 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 0.557836275546006 | 0.850004634563225 |
