| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 21 | |||
| Reduced model | 32 | -11 | 1.44186615931304 | 0.226424003476286 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 21 | |||
| Reduced model | 32 | -11 | 1.00432733571849 | 0.474723529952776 |
