| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 41 | -3 | 1.23008071791684 | 0.312130645091778 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 41 | -3 | 2.01915867942663 | 0.127552211588318 |
