| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 1.79614974964252 | 0.0536080758540314 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 4.14124066962729 | 1.00244137800180e-05 |
