| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 44 | |||
| Reduced model | 55 | -11 | 2.61992052502084 | 0.0115717033004697 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 44 | |||
| Reduced model | 55 | -11 | 3.11935597833367 | 0.00349921027237622 |
