| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 1.83267369123159 | 0.0995366765397245 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 1.40548517575638 | 0.228814020189170 |
