| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 2.62656735817398 | 0.0305187007013755 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 1.36515190791877 | 0.25216265640672 |
