| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 3.36953102553113 | 0.00529570600200738 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 3.31146319393393 | 0.00587760826750619 |
