| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 341 | |||
| Reduced model | 347 | -6 | 5.3607057812523 | 2.63143121747646e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 341 | |||
| Reduced model | 347 | -6 | 3.65346502689974 | 0.00157466159778437 |
