| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 2.19703896044482 | 0.0143900107157634 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 324 | |||
| Reduced model | 335 | -11 | 3.21808202449695 | 0.000354089335567068 |
