| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 60 | |||
| Reduced model | 66 | -6 | 3.99029267019988 | 0.00199907572372021 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 60 | |||
| Reduced model | 66 | -6 | 3.31076368912097 | 0.00699515289286268 |
