| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 69 | |||
| Reduced model | 72 | -3 | 8.42009480120222 | 7.61896040368453e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 69 | |||
| Reduced model | 72 | -3 | 6.5030955103566 | 0.000612454992683748 |
