| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 1.12088225047321 | 0.372656380940476 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 49 | -11 | 8.19598333239547 | 4.16878475870210e-07 |
