| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 331 | |||
| Reduced model | 340 | -9 | 4.79398873328646 | 5.04429794356749e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 331 | |||
| Reduced model | 340 | -9 | 1.13201099018226 | 0.339271163061850 |
