| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 3.59786660934015 | 0.0197184693676733 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 0.83159361845586 | 0.482822563968374 |
