| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 2.09994723531686 | 0.109317025374917 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 25.3003295606885 | 8.2541017144049e-11 |
