| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 1.73877169429106 | 0.119803173025931 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 1.36550793102898 | 0.246778452659135 |
