| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 49 | |||
| Reduced model | 52 | -3 | 0.375748744532582 | 0.770866552071616 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 49 | |||
| Reduced model | 52 | -3 | 9.32908336839481 | 5.50341679826569e-05 |
