| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 48 | |||
| Reduced model | 54 | -6 | 3.23483158592613 | 0.0094664424412246 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 48 | |||
| Reduced model | 54 | -6 | 4.15155687996935 | 0.00194347419034043 |
