| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 43 | -6 | 1.94024321462514 | 0.0999199124688728 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 43 | -6 | 0.752083322574227 | 0.611762102054836 |
