| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 57 | |||
| Reduced model | 60 | -3 | 5.62281987524068 | 0.00190211104130325 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 57 | |||
| Reduced model | 60 | -3 | 7.7718233400383 | 0.000194810573306033 |
