| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 35 | -11 | 2.70696999193730 | 0.0200366957271480 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 24 | |||
| Reduced model | 35 | -11 | 2.78195816345337 | 0.0174792272521183 |
