| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 74 | |||
| Reduced model | 75 | -1 | 22.9989065389464 | 8.18074610330979e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 74 | |||
| Reduced model | 75 | -1 | 19.7617846806616 | 3.02887047211244e-05 |
