| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 4.57940087908265 | 0.00368276473671641 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 348 | |||
| Reduced model | 351 | -3 | 4.31074239595795 | 0.00529307328105783 |
