| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 36 | |||
| Reduced model | 43 | -7 | 1.21706535894044 | 0.318873702521575 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 36 | |||
| Reduced model | 43 | -7 | 4.14021711436099 | 0.00197170441351399 |
