| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 56 | -11 | 4.33849191591020 | 0.000203289039808398 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 56 | -11 | 3.81781294287685 | 0.00065698262498291 |
