| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 1.25050281655429 | 0.305449835421948 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 14.7359409833096 | 1.80241966333121e-06 |
