| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 1.14146722507141 | 0.373061866129784 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 2.93168839317343 | 0.0125306033490522 |
