| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 58 | -3 | 0.320951637874498 | 0.810173908122568 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 58 | -3 | 0.26518778548976 | 0.850188641228462 |
