| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 48 | -11 | 2.24255658360574 | 0.0329335597465151 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 48 | -11 | 6.56933562309691 | 6.24468117005433e-06 |
