| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 354 | |||
| Reduced model | 355 | -1 | 5.64357859388623 | 0.0180512046241498 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 354 | |||
| Reduced model | 355 | -1 | 8.3536049563762 | 0.00408658826145039 |
